+110.3%
VGM vs VT
+357.8%
-247.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.4% |
| 30D | +1.8% | -2.5% | +4.4% | +2.4% |
| 3M | -11.1% | -3.3% | -7.7% | -10.3% |
| 6M | -8.9% | +1.5% | -10.4% | -9.2% |
| YTD | -6.5% | +11.4% | -17.8% | -8.9% |
| 1Y | -4.2% | +11.9% | -16.1% | -6.8% |
| 3Y | +25.9% | +73.9% | -48.0% | +9.6% |
| 5Y | -10.0% | +57.9% | -67.8% | -20.3% |
| 10Y | +25.8% | +222.6% | -196.9% | -7.6% |
| All | +110.3% | +357.8% | -247.6% | +28.8% |
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