-100.0%
VTGN vs VT
+340.5%
-440.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -0.2% |
| 7D | 0.0% | -4.2% | +4.2% | +5.8% |
| 30D | -32.0% | -5.8% | -26.2% | -26.5% |
| 3M | -43.3% | -5.2% | -38.1% | -39.7% |
| 6M | -71.7% | +0.1% | -71.8% | -72.4% |
| YTD | -74.2% | +8.2% | -82.5% | -77.4% |
| 1Y | -95.9% | +10.1% | -106.1% | -96.4% |
| 3Y | -94.9% | +69.7% | -164.6% | -97.5% |
| 5Y | -99.8% | +53.4% | -153.1% | -99.9% |
| 10Y | -99.9% | +219.2% | -319.1% | -100.0% |
| All | -100.0% | +340.5% | -440.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling