+174.9%
VTWG vs VT
+222.7%
-47.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.9% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -4.4% | -0.7% | -3.7% | -3.6% |
| 3M | +0.3% | +4.0% | -3.7% | -4.4% |
| 6M | +14.2% | +12.3% | +1.9% | -0.8% |
| YTD | +15.1% | +14.0% | +1.0% | -1.8% |
| 1Y | +20.1% | +20.3% | -0.2% | -3.8% |
| 3Y | +61.9% | +75.4% | -13.6% | -17.0% |
| 5Y | +26.6% | +66.0% | -39.3% | -29.6% |
| 10Y | +174.9% | +228.2% | -53.3% | -28.8% |
| All | +174.9% | +222.7% | -47.7% | -28.8% |
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