+160.3%
VTWG vs VT
+217.6%
-57.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | -0.7% | -3.1% | +2.4% | +3.4% |
| 3M | -8.5% | -3.5% | -5.0% | -4.2% |
| 6M | -3.7% | +0.5% | -4.2% | -4.0% |
| YTD | +10.1% | +10.8% | -0.7% | -2.5% |
| 1Y | +9.9% | +11.9% | -2.0% | -3.8% |
| 3Y | +70.7% | +73.0% | -2.3% | -10.9% |
| 5Y | +15.5% | +58.6% | -43.1% | -32.2% |
| 10Y | +160.3% | +219.2% | -58.8% | -29.1% |
| All | +160.3% | +217.6% | -57.3% | -29.1% |
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