+21.0%
VRT vs VG
-51.4%
+72.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.0% | -10.0% | -13.4% |
| 7D | -28.1% | -22.0% | -6.1% | -25.4% |
| 30D | -30.2% | -14.7% | -15.5% | -28.4% |
| 3M | -36.4% | -7.1% | -29.3% | -35.9% |
| 6M | -48.2% | -11.2% | -37.0% | -48.2% |
| YTD | +9.2% | +69.8% | -60.7% | -13.3% |
| 1Y | -7.2% | +49.9% | -57.1% | -24.1% |
| All | +21.0% | -51.4% | +72.4% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling