+130.2%
VGM vs VT
+374.2%
-244.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -0.5% | +1.0% | -1.4% | -0.7% |
| 3M | +1.7% | +2.4% | -0.7% | +1.1% |
| 6M | +0.5% | +12.0% | -11.5% | -2.3% |
| YTD | +2.4% | +15.3% | -12.9% | -1.2% |
| 1Y | +14.1% | +22.6% | -8.5% | +8.4% |
| 3Y | +33.7% | +74.7% | -40.9% | +16.3% |
| 5Y | -3.8% | +66.1% | -69.9% | -15.9% |
| 10Y | +27.1% | +225.0% | -197.9% | -6.8% |
| All | +130.2% | +374.2% | -244.0% | +39.8% |
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