-90.4%
VYGR vs VT
+230.7%
-321.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.5% |
| 7D | -1.2% | +2.9% | -4.0% | -5.0% |
| 30D | -20.9% | -2.5% | -18.4% | -17.5% |
| 3M | -46.9% | -3.3% | -43.5% | -43.9% |
| 6M | -59.0% | +1.5% | -60.6% | -59.6% |
| YTD | -56.7% | +11.4% | -68.1% | -62.6% |
| 1Y | -60.0% | +11.9% | -71.9% | -65.7% |
| 3Y | -73.2% | +73.9% | -147.1% | -87.1% |
| 5Y | -49.7% | +57.9% | -107.6% | -71.8% |
| 10Y | -86.1% | +222.6% | -308.7% | -96.8% |
| All | -90.4% | +230.7% | -321.2% | -97.7% |
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