-99.8%
VTGN vs VT
+222.7%
-322.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -4.0% | +0.4% | -4.4% | -4.5% |
| 30D | -20.0% | +1.0% | -21.0% | -20.9% |
| 3M | -58.6% | +2.4% | -61.0% | -60.7% |
| 6M | -60.7% | +12.0% | -72.7% | -67.2% |
| YTD | -63.6% | +15.3% | -79.0% | -71.0% |
| 1Y | -93.4% | +22.6% | -116.0% | -94.9% |
| 3Y | -95.9% | +74.7% | -170.6% | -98.2% |
| 5Y | -99.7% | +66.1% | -165.9% | -99.9% |
| All | -99.8% | +222.7% | -322.5% | -99.9% |
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