+308.1%
VPG vs VT
+222.7%
+85.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.4% |
| 7D | +3.1% | -0.1% | +3.3% | +3.3% |
| 30D | -2.5% | -0.7% | -1.8% | -1.5% |
| 3M | -48.4% | +4.0% | -52.4% | -49.9% |
| 6M | +45.2% | +12.3% | +32.9% | +30.5% |
| YTD | +64.3% | +14.0% | +50.3% | +45.4% |
| 1Y | +112.8% | +20.3% | +92.5% | +78.9% |
| 3Y | +83.5% | +75.4% | +8.1% | +6.8% |
| 5Y | +74.7% | +66.0% | +8.7% | +7.0% |
| 10Y | +308.1% | +228.2% | +79.9% | +39.3% |
| All | +308.1% | +222.7% | +85.5% | +39.3% |
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