+220.7%
VT vs BG
+99.0%
+121.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | +0.4% | +7.4% | -7.0% | -1.2% |
| 30D | -2.6% | -1.5% | -1.1% | -2.4% |
| 3M | -3.2% | -6.1% | +2.8% | -2.3% |
| 6M | +0.9% | -18.0% | +19.0% | +4.8% |
| YTD | +11.3% | +15.6% | -4.3% | +5.8% |
| 1Y | +14.0% | +9.6% | +4.4% | +9.7% |
| 3Y | +75.8% | +6.3% | +69.6% | +67.3% |
| 5Y | +57.8% | +24.6% | +33.3% | +40.1% |
| All | +220.7% | +99.0% | +121.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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