+30.9%
VT vs VG
-45.2%
+76.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -1.6% | -5.9% | +4.3% | -1.5% |
| 30D | -2.5% | -1.0% | -1.5% | -2.5% |
| 3M | -1.3% | -0.4% | -1.0% | -1.4% |
| 6M | +3.1% | +2.5% | +0.6% | +2.6% |
| YTD | +10.9% | +91.6% | -80.7% | +4.2% |
| 1Y | +12.1% | +56.8% | -44.7% | +6.7% |
| All | +30.9% | -45.2% | +76.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling