+314.2%
VLGEA vs VT
+374.2%
-60.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +0.6% | +1.0% | -0.4% | 0.0% |
| 3M | +12.2% | +2.4% | +9.9% | +10.2% |
| 6M | +7.3% | +12.0% | -4.7% | -0.9% |
| YTD | +24.0% | +15.3% | +8.6% | +12.1% |
| 1Y | +19.0% | +22.6% | -3.5% | +3.4% |
| 3Y | +112.3% | +74.7% | +37.6% | +45.0% |
| 5Y | +135.0% | +66.1% | +68.9% | +63.3% |
| 10Y | +97.2% | +225.0% | -127.8% | -18.7% |
| All | +314.2% | +374.2% | -60.0% | +32.2% |
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