-76.5%
VYGR vs VT
+226.9%
-303.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -0.6% |
| 7D | -5.6% | -2.0% | -3.6% | -2.8% |
| 30D | -0.3% | -1.4% | +1.1% | +1.7% |
| 3M | -3.9% | +4.7% | -8.6% | -10.3% |
| 6M | -36.2% | +11.4% | -47.6% | -45.5% |
| YTD | -18.8% | +13.1% | -31.9% | -32.0% |
| 1Y | -23.3% | +19.0% | -42.3% | -40.2% |
| 3Y | -65.4% | +73.9% | -139.3% | -83.7% |
| 5Y | -3.3% | +65.4% | -68.7% | -50.4% |
| All | -76.5% | +226.9% | -303.4% | -95.5% |
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