+66.6%
VT vs BG
+76.3%
-9.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.4% | +2.8% | -2.3% | 0.0% |
| 30D | +1.0% | +12.0% | -11.1% | -0.9% |
| 3M | +2.4% | -7.7% | +10.1% | +3.5% |
| 6M | +12.0% | +4.5% | +7.5% | +10.5% |
| YTD | +15.3% | +35.7% | -20.3% | +8.4% |
| 1Y | +22.6% | +50.1% | -27.5% | +12.7% |
| 3Y | +74.7% | +12.6% | +62.1% | +67.8% |
| All | +66.6% | +76.3% | -9.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling