+213.7%
VT vs BG
+90.1%
+123.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -2.3% | +2.5% | -4.9% | -2.9% |
| 30D | -5.0% | -6.1% | +1.1% | -3.8% |
| 3M | -4.9% | -8.5% | +3.6% | -3.4% |
| 6M | -1.5% | -20.4% | +18.9% | +2.9% |
| YTD | +8.5% | +13.3% | -4.8% | +3.6% |
| 1Y | +11.4% | +7.3% | +4.1% | +7.7% |
| 3Y | +70.1% | +2.6% | +67.5% | +63.2% |
| 5Y | +53.7% | +22.0% | +31.8% | +37.1% |
| All | +213.7% | +90.1% | +123.5% | +117.9% |
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