+176.9%
VPG vs VT
+217.6%
-40.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | -9.1% | -0.1% | -9.0% | -8.3% |
| 30D | -32.1% | -3.1% | -29.1% | -28.4% |
| 3M | -24.0% | -3.5% | -20.5% | -19.1% |
| 6M | -26.7% | +0.5% | -27.2% | -24.1% |
| YTD | +28.0% | +10.8% | +17.2% | +19.3% |
| 1Y | +44.2% | +11.9% | +32.3% | +33.3% |
| 3Y | +75.8% | +73.0% | +2.8% | +5.8% |
| 5Y | +30.1% | +58.6% | -28.5% | -14.8% |
| 10Y | +176.9% | +219.2% | -42.3% | -4.0% |
| All | +176.9% | +217.6% | -40.7% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling