+938.4%
VONG vs VT
+390.4%
+548.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.4% | -2.3% |
| 7D | -8.9% | -4.2% | -4.7% | -4.7% |
| 30D | -14.6% | -5.8% | -8.8% | -9.1% |
| 3M | -10.9% | -5.2% | -5.6% | -5.6% |
| 6M | -8.1% | +0.1% | -8.3% | -8.0% |
| YTD | -6.4% | +8.2% | -14.6% | -13.3% |
| 1Y | -7.6% | +10.1% | -17.7% | -16.0% |
| 3Y | +64.1% | +69.7% | -5.6% | -2.2% |
| 5Y | +49.7% | +53.4% | -3.7% | -0.3% |
| 10Y | +385.0% | +219.2% | +165.8% | +69.6% |
| All | +938.4% | +390.4% | +548.0% | +161.1% |
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