-99.8%
VTGN vs VT
+223.7%
-323.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.6% | +9.9% | +8.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | -25.0% | -2.6% | -22.4% | -21.9% |
| 3M | -37.9% | -3.2% | -34.7% | -35.3% |
| 6M | -70.5% | +0.9% | -71.4% | -71.7% |
| YTD | -72.7% | +11.3% | -84.0% | -77.3% |
| 1Y | -95.5% | +14.0% | -109.5% | -96.2% |
| 3Y | -93.8% | +75.8% | -169.6% | -97.3% |
| 5Y | -99.7% | +57.8% | -157.6% | -99.9% |
| 10Y | -99.8% | +219.8% | -319.6% | -100.0% |
| All | -99.8% | +223.7% | -323.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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