-80.2%
VYGR vs VT
+242.6%
-322.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.9% |
| 7D | -0.8% | +0.4% | -1.3% | -1.5% |
| 30D | +13.2% | +1.0% | +12.3% | +11.6% |
| 3M | -3.0% | +2.4% | -5.4% | -6.2% |
| 6M | -15.0% | +12.0% | -27.0% | -27.7% |
| YTD | -10.7% | +15.3% | -26.0% | -27.0% |
| 1Y | -9.5% | +22.6% | -32.1% | -32.0% |
| 3Y | -65.2% | +74.7% | -139.9% | -83.5% |
| 5Y | +5.4% | +66.1% | -60.7% | -45.5% |
| 10Y | -70.0% | +225.0% | -295.0% | -93.3% |
| All | -80.2% | +242.6% | -322.8% | -95.4% |
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 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