+460.6%
VTWG vs VT
+407.7%
+52.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | 0.0% |
| 7D | +0.7% | -0.7% | +1.4% | +1.6% |
| 30D | +1.5% | -1.7% | +3.2% | +3.7% |
| 3M | -7.6% | -2.3% | -5.3% | -4.9% |
| 6M | -3.4% | +1.5% | -4.9% | -4.8% |
| YTD | +11.5% | +12.0% | -0.5% | -1.8% |
| 1Y | +11.5% | +12.9% | -1.3% | -2.5% |
| 3Y | +72.9% | +74.9% | -2.1% | -7.4% |
| 5Y | +16.2% | +59.9% | -43.7% | -30.1% |
| 10Y | +158.3% | +224.6% | -66.3% | -26.0% |
| All | +460.6% | +407.7% | +52.9% | -1.0% |
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