+150.1%
VTWG vs VT
+221.8%
-71.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +1.9% | +2.4% | -0.5% | -1.0% |
| 30D | +2.2% | -1.5% | +3.7% | +4.3% |
| 3M | -10.6% | -4.1% | -6.5% | -5.7% |
| 6M | -4.9% | +0.6% | -5.4% | -5.3% |
| YTD | +8.8% | +11.0% | -2.2% | -3.9% |
| 1Y | +13.5% | +13.3% | +0.1% | -2.2% |
| 3Y | +68.5% | +73.4% | -4.9% | -12.3% |
| 5Y | +12.8% | +57.4% | -44.6% | -33.2% |
| All | +150.1% | +221.8% | -71.7% | -34.7% |
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