+89.0%
VSGX vs VT
+139.7%
-50.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +2.5% | +2.4% | +0.1% | +0.3% |
| 30D | -0.7% | -1.5% | +0.8% | +0.7% |
| 3M | -5.6% | -4.1% | -1.4% | -1.8% |
| 6M | -1.0% | +0.6% | -1.5% | -1.2% |
| YTD | +11.8% | +11.0% | +0.8% | +2.3% |
| 1Y | +14.7% | +13.3% | +1.3% | +3.1% |
| 3Y | +70.0% | +73.4% | -3.4% | +4.3% |
| 5Y | +41.4% | +57.4% | -16.0% | -5.8% |
| All | +89.0% | +139.7% | -50.7% | -12.3% |
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