-99.8%
VTGN vs VT
+224.4%
-324.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +2.7% |
| 7D | +4.3% | -0.7% | +5.0% | +5.7% |
| 30D | -18.3% | -1.7% | -16.6% | -16.0% |
| 3M | -30.4% | -2.3% | -28.1% | -28.5% |
| 6M | -72.0% | +1.5% | -73.5% | -73.3% |
| YTD | -71.5% | +12.0% | -83.6% | -76.6% |
| 1Y | -95.3% | +12.9% | -108.2% | -96.0% |
| 3Y | -92.7% | +74.9% | -167.6% | -96.8% |
| 5Y | -99.7% | +59.9% | -159.7% | -99.9% |
| 10Y | -99.8% | +224.6% | -324.5% | -100.0% |
| All | -99.8% | +224.4% | -324.2% | -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