+1,060.2%
VONG vs VT
+422.6%
+637.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | -0.4% | +1.0% | -1.4% | -1.4% |
| 3M | -2.6% | +2.4% | -5.0% | -4.8% |
| 6M | +9.3% | +12.0% | -2.7% | -2.5% |
| YTD | +4.6% | +15.3% | -10.7% | -9.4% |
| 1Y | +10.3% | +22.6% | -12.3% | -10.2% |
| 3Y | +78.3% | +74.7% | +3.6% | +3.0% |
| 5Y | +74.8% | +66.1% | +8.7% | +7.3% |
| 10Y | +417.1% | +225.0% | +192.1% | +75.6% |
| All | +1,060.2% | +422.6% | +637.6% | +172.9% |
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