-86.9%
VYGR vs VT
+221.8%
-308.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | -7.5% | +2.4% | -9.8% | -10.5% |
| 30D | -13.9% | -1.5% | -12.4% | -11.5% |
| 3M | -46.3% | -4.1% | -42.2% | -42.6% |
| 6M | -58.3% | +0.6% | -58.9% | -58.3% |
| YTD | -56.0% | +11.0% | -67.0% | -61.9% |
| 1Y | -56.5% | +13.3% | -69.9% | -63.5% |
| 3Y | -72.5% | +73.4% | -145.8% | -86.9% |
| 5Y | -48.8% | +57.4% | -106.2% | -71.5% |
| All | -86.9% | +221.8% | -308.7% | -97.4% |
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