+1,105.0%
VOOG vs VT
+438.0%
+666.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | -0.4% | +1.0% | -1.4% | -1.4% |
| 3M | +0.5% | +2.4% | -1.8% | -1.7% |
| 6M | +17.4% | +12.0% | +5.4% | +4.9% |
| YTD | +14.3% | +15.3% | -1.0% | -0.8% |
| 1Y | +21.7% | +22.6% | -0.9% | -0.6% |
| 3Y | +98.5% | +74.7% | +23.8% | +15.2% |
| 5Y | +84.6% | +66.1% | +18.5% | +13.7% |
| 10Y | +410.3% | +225.0% | +185.3% | +75.0% |
| All | +1,105.0% | +438.0% | +666.9% | +175.6% |
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