+34.3%
VTV vs VG
-44.6%
+78.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +2.9% | +14.0% | -11.0% | +2.6% |
| 30D | +3.8% | -1.0% | +4.8% | +3.7% |
| 3M | +1.6% | -2.7% | +4.3% | +1.5% |
| 6M | +11.2% | +1.5% | +9.7% | +10.7% |
| YTD | +22.0% | +93.7% | -71.7% | +15.9% |
| 1Y | +24.9% | +68.5% | -43.7% | +19.6% |
| All | +34.3% | -44.6% | +78.9% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling