+3.2%
VPG vs VT
+462.1%
-458.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -14.3% | +1.0% | -15.3% | -15.0% |
| 3M | -50.9% | +2.4% | -53.2% | -51.2% |
| 6M | +34.1% | +12.0% | +22.1% | +23.0% |
| YTD | +63.7% | +15.3% | +48.3% | +46.1% |
| 1Y | +114.5% | +22.6% | +91.9% | +82.1% |
| 3Y | +73.2% | +74.7% | -1.5% | +9.6% |
| 5Y | +70.7% | +66.1% | +4.6% | +12.2% |
| 10Y | +312.6% | +225.0% | +87.6% | +59.0% |
| All | +3.2% | +462.1% | -458.8% | -45.3% |
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 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