-20.3%
VPG vs VT
+442.4%
-462.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +7.3% |
| 7D | -6.4% | +0.4% | -6.8% | -6.2% |
| 30D | -33.0% | -2.6% | -30.4% | -30.3% |
| 3M | -29.1% | -3.2% | -25.8% | -25.4% |
| 6M | -27.6% | +0.9% | -28.6% | -25.8% |
| YTD | +26.4% | +11.3% | +15.1% | +18.7% |
| 1Y | +47.6% | +14.0% | +33.6% | +36.0% |
| 3Y | +72.6% | +75.8% | -3.3% | +10.7% |
| 5Y | +28.4% | +57.8% | -29.4% | -9.9% |
| 10Y | +181.3% | +219.8% | -38.5% | +12.7% |
| All | -20.3% | +442.4% | -462.7% | -55.5% |
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