-33.5%
VGZ vs VT
+374.2%
-407.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.8% | -3.8% |
| 7D | +1.4% | +0.4% | +0.9% | +1.1% |
| 30D | +12.6% | +1.0% | +11.6% | +11.9% |
| 3M | -5.1% | +2.4% | -7.5% | -6.1% |
| 6M | -13.5% | +12.0% | -25.5% | -19.0% |
| YTD | +13.7% | +15.3% | -1.6% | +5.1% |
| 1Y | +67.2% | +22.6% | +44.6% | +48.7% |
| 3Y | +357.1% | +74.7% | +282.5% | +222.0% |
| 5Y | +163.5% | +66.1% | +97.4% | +90.5% |
| 10Y | +107.4% | +225.0% | -117.6% | -2.8% |
| All | -33.5% | +374.2% | -407.7% | -85.9% |
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 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