+222.7%
VT vs BG
+107.5%
+115.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | -2.5% | -7.0% | +4.5% | -1.0% |
| 3M | -3.3% | -10.0% | +6.6% | -1.4% |
| 6M | +1.5% | -19.8% | +21.3% | +6.0% |
| YTD | +11.4% | +14.3% | -2.9% | +6.1% |
| 1Y | +11.9% | +6.5% | +5.4% | +8.4% |
| 3Y | +73.9% | +4.4% | +69.5% | +66.1% |
| 5Y | +57.9% | +20.2% | +37.7% | +41.5% |
| All | +222.7% | +107.5% | +115.2% | +122.6% |
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