+33.0%
VRT vs VG
-49.4%
+82.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -17.7% | -7.7% | -10.0% | -16.5% |
| 30D | -20.0% | -8.8% | -11.2% | -18.8% |
| 3M | -28.1% | -15.6% | -12.4% | -26.4% |
| 6M | -42.8% | +5.2% | -48.1% | -44.5% |
| YTD | +20.0% | +76.9% | -56.9% | -5.3% |
| 1Y | +3.5% | +42.5% | -39.0% | -13.3% |
| All | +33.0% | -49.4% | +82.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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