+117.7%
VGM vs VT
+357.6%
-240.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +6.3% | -2.6% | +8.9% | +6.9% |
| 3M | -7.6% | -3.2% | -4.4% | -6.9% |
| 6M | -6.2% | +0.9% | -7.1% | -6.5% |
| YTD | -3.2% | +11.3% | -14.5% | -5.7% |
| 1Y | +0.2% | +14.0% | -13.8% | -3.0% |
| 3Y | +30.9% | +75.8% | -45.0% | +13.6% |
| 5Y | -6.4% | +57.8% | -64.3% | -17.1% |
| 10Y | +27.3% | +219.8% | -192.5% | -6.3% |
| All | +117.7% | +357.6% | -240.0% | +33.4% |
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