+52.9%
VGLT vs VT
+429.7%
-376.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.3% |
| 30D | -0.5% | +1.0% | -1.5% | -0.3% |
| 3M | -2.3% | +2.4% | -4.7% | -1.8% |
| 6M | -5.0% | +12.0% | -17.0% | -2.6% |
| YTD | -2.4% | +15.3% | -17.8% | +0.7% |
| 1Y | -0.8% | +22.6% | -23.4% | +3.9% |
| 3Y | +1.7% | +74.7% | -72.9% | +16.3% |
| 5Y | -29.7% | +66.1% | -95.9% | -20.9% |
| 10Y | -16.0% | +225.0% | -241.0% | +22.5% |
| All | +52.9% | +429.7% | -376.7% | +183.2% |
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