+156.2%
VGZ vs VT
+231.8%
-75.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.7% | +9.9% | +10.2% |
| 7D | -0.4% | -0.3% | -0.1% | 0.0% |
| 30D | +3.1% | -1.4% | +4.5% | +4.5% |
| 3M | +45.4% | -1.4% | +46.8% | +47.9% |
| 6M | +28.1% | +5.5% | +22.6% | +24.4% |
| YTD | +36.5% | +12.8% | +23.7% | +27.7% |
| 1Y | +73.5% | +15.4% | +58.1% | +59.7% |
| 3Y | +627.0% | +76.9% | +550.2% | +396.8% |
| 5Y | +249.4% | +60.4% | +188.9% | +152.9% |
| 10Y | +156.2% | +232.8% | -76.6% | -7.9% |
| All | +156.2% | +231.8% | -75.6% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling