+224.6%
VT vs CG
+299.0%
-74.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -0.7% | -3.8% | +3.1% | +0.5% |
| 30D | -1.7% | +7.5% | -9.3% | -4.2% |
| 3M | -2.3% | -14.4% | +12.1% | +2.0% |
| 6M | +1.5% | -15.7% | +17.2% | +6.1% |
| YTD | +12.0% | -29.0% | +41.0% | +22.6% |
| 1Y | +12.9% | -22.1% | +35.0% | +19.7% |
| 3Y | +74.9% | +49.1% | +25.8% | +42.5% |
| 5Y | +59.9% | -18.4% | +78.3% | +53.7% |
| 10Y | +224.6% | +295.1% | -70.5% | +94.7% |
| All | +224.6% | +299.0% | -74.3% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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