+99.0%
VSGX vs VT
+146.2%
-47.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +0.9% | -0.7% | +1.5% | +1.5% |
| 3M | +4.6% | +4.0% | +0.7% | +1.1% |
| 6M | +13.7% | +12.3% | +1.4% | +2.8% |
| YTD | +17.7% | +14.0% | +3.7% | +5.1% |
| 1Y | +25.4% | +20.3% | +5.0% | +6.7% |
| 3Y | +76.2% | +75.4% | +0.7% | +6.8% |
| 5Y | +48.4% | +66.0% | -17.5% | -5.7% |
| All | +99.0% | +146.2% | -47.2% | -9.9% |
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