+52.3%
VGLT vs VT
+398.2%
-345.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | -0.4% |
| 30D | +5.7% | -5.0% | +10.7% | +4.6% |
| 3M | -0.3% | -4.9% | +4.6% | -1.3% |
| 6M | -2.9% | -1.5% | -1.4% | -3.2% |
| YTD | -2.8% | +8.5% | -11.3% | -1.0% |
| 1Y | -4.3% | +11.4% | -15.7% | -1.9% |
| 3Y | +9.0% | +70.1% | -61.0% | +24.2% |
| 5Y | -30.4% | +53.7% | -84.1% | -23.1% |
| 10Y | -12.6% | +220.0% | -232.5% | +28.1% |
| All | +52.3% | +398.2% | -345.9% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling