VGLT
VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VGLT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.71% | 0.22% | 1.84% | -5.12% | 1.20% | -0.86% | 1.37% | 0.87% |
| Sharpe Ratio | 0.56 | 0.02 | 0.45 | -0.36 | 0.17 | -0.06 | 0.19 | 0.07 |
| Max Drawdown | -1.95% | -6.00% | -4.71% | -40.98% | -19.12% | -46.18% | -19.12% | -46.18% |
| % Time Invested | 65.5% | 100.0% | 53.6% | 100.0% | 63.8% | 100.0% | 68.3% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.4 | 0.0 | 5.0 | 0.0 | 5.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-11-14 | Open | Open | 34% | $56.07 | $54.79 | -2.28% | Mark-to-Market |
| 2026-02-06 | Open | Interest | 33% | $1.00 | $1.00 | 0.94% | Mark-to-Market |
| 2024-08-07 | Open | Interest | 33% | $1.00 | $1.00 | 7.38% | Mark-to-Market |
| 2025-09-24 | 2026-02-06 | Completed | 33% | $55.28 | $55.51 | 0.42% | Signal |
| 2025-02-21 | 2025-11-14 | Interest | 34% | $1.00 | $1.03 | 3.12% | Interest Income |
| 2025-05-30 | 2025-09-24 | Interest | 33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2025-05-08 | 2025-05-30 | Completed | 33% | $53.64 | $52.62 | -1.91% | Signal |
| 2024-12-16 | 2025-05-08 | Interest | 33% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2025-02-03 | 2025-02-21 | Completed | 34% | $53.20 | $53.41 | 0.39% | Signal |
| 2025-01-08 | 2025-02-03 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-11-06 | 2025-01-08 | Completed | 34% | $53.12 | $51.31 | -3.40% | Stop |
| 2024-11-06 | 2024-12-16 | Completed | 33% | $53.12 | $53.80 | 1.29% | Signal |
| 2024-10-15 | 2024-11-06 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-10-15 | 2024-11-06 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-08-05 | 2024-10-15 | Completed | 33% | $57.98 | $55.59 | -4.13% | Stop |
| 2024-05-10 | 2024-10-15 | Completed | 34% | $52.21 | $55.59 | 6.48% | Stop |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $57.98 | $55.98 | -3.46% | Signal |
| 2024-05-09 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2021-07-29 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 10.35% | Interest Income |
| 2023-08-31 | 2024-05-10 | Interest | 34% | $1.00 | $1.03 | 2.98% | Interest Income |
| 2024-05-03 | 2024-05-09 | Completed | 33% | $52.06 | $52.00 | -0.11% | Signal |
| 2024-04-11 | 2024-05-03 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-01-25 | 2024-04-11 | Completed | 33% | $53.46 | $52.00 | -2.73% | Stop |
| 2023-05-25 | 2024-01-25 | Interest | 33% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2023-08-09 | 2023-08-31 | Completed | 34% | $53.89 | $53.65 | -0.45% | Signal |
| 2022-03-15 | 2023-08-09 | Interest | 34% | $1.00 | $1.05 | 4.81% | Interest Income |
| 2023-02-14 | 2023-05-25 | Completed | 33% | $56.54 | $55.33 | -2.14% | Signal |
| 2021-12-20 | 2023-02-14 | Interest | 33% | $1.00 | $1.03 | 3.41% | Interest Income |
| 2022-02-01 | 2022-03-15 | Completed | 34% | $73.79 | $69.36 | -6.01% | Signal |
| 2022-01-07 | 2022-02-01 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-11-01 | 2022-01-07 | Completed | 34% | $75.27 | $74.19 | -1.43% | Stop |
| 2021-08-03 | 2021-12-20 | Completed | 33% | $77.69 | $77.89 | 0.26% | Signal |
| 2021-07-12 | 2021-11-01 | Interest | 34% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2021-07-12 | 2021-08-03 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-03-02 | 2021-07-29 | Completed | 33% | $72.18 | $76.62 | 6.14% | Signal |
| 2021-07-08 | 2021-07-12 | Completed | 33% | $76.62 | $75.77 | -1.11% | Signal |
| 2021-07-08 | 2021-07-12 | Completed | 34% | $76.62 | $75.77 | -1.11% | Signal |
| 2021-01-19 | 2021-07-08 | Interest | 34% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2020-10-07 | 2021-07-08 | Interest | 33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2021-02-05 | 2021-03-02 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-10-29 | 2021-02-05 | Completed | 33% | $81.88 | $76.41 | -6.68% | Stop |
| 2020-10-29 | 2021-01-19 | Completed | 34% | $81.88 | $77.58 | -5.24% | Signal |
| 2020-10-07 | 2020-10-29 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-10-07 | 2020-10-29 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-29 | 2020-10-07 | Completed | 33% | $83.55 | $81.33 | -2.66% | Stop |
| 2020-06-29 | 2020-10-07 | Completed | 34% | $83.55 | $81.33 | -2.66% | Stop |
| 2020-06-29 | 2020-10-07 | Completed | 33% | $83.55 | $81.33 | -2.66% | Stop |
| 2020-06-05 | 2020-06-29 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-05 | 2020-06-29 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-05 | 2020-06-29 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-03 | 2020-06-05 | Completed | 33% | $85.06 | $78.51 | -7.70% | Stop |
| 2020-04-03 | 2020-06-05 | Completed | 34% | $85.06 | $78.51 | -7.70% | Stop |
| 2020-04-03 | 2020-06-05 | Completed | 33% | $85.06 | $78.51 | -7.70% | Stop |
| 2020-03-12 | 2020-04-03 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-25 | 2020-03-12 | Completed | 33% | $75.82 | $82.26 | 8.49% | Stop |
| 2019-12-03 | 2020-03-12 | Completed | 34% | $70.55 | $82.26 | 16.59% | Stop |
| 2019-12-03 | 2020-03-12 | Completed | 33% | $70.55 | $82.26 | 16.59% | Stop |
| 2020-01-14 | 2020-02-25 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-12-03 | 2020-01-14 | Completed | 33% | $70.55 | $69.73 | -1.16% | Signal |
| 2019-11-08 | 2019-12-03 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-11-08 | 2019-12-03 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-11-08 | 2019-12-03 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-10-08 | 2019-11-08 | Completed | 33% | $73.17 | $68.06 | -6.99% | Stop |
| 2019-10-08 | 2019-11-08 | Completed | 34% | $73.17 | $68.06 | -6.99% | Stop |
| 2019-10-08 | 2019-11-08 | Completed | 33% | $73.17 | $68.06 | -6.99% | Stop |
| 2019-09-16 | 2019-10-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-16 | 2019-10-08 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-16 | 2019-10-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-07-25 | 2019-09-16 | Completed | 33% | $65.65 | $69.09 | 5.24% | Stop |
| 2019-04-04 | 2019-09-16 | Completed | 34% | $61.47 | $69.09 | 12.39% | Stop |
| 2019-02-01 | 2019-09-16 | Completed | 33% | $60.13 | $69.09 | 14.90% | Stop |
| 2019-06-05 | 2019-07-25 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 33% | $65.80 | $65.11 | -1.05% | Signal |
| 2018-12-13 | 2019-06-03 | Interest | 33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-13 | 2019-04-04 | Interest | 34% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2018-12-13 | 2019-02-01 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 33% | $58.64 | $58.41 | -0.40% | Signal |
| 2018-12-11 | 2018-12-13 | Completed | 34% | $58.64 | $58.41 | -0.40% | Signal |
| 2018-12-11 | 2018-12-13 | Completed | 33% | $58.64 | $58.41 | -0.40% | Signal |
| 2018-10-08 | 2018-12-11 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-03-05 | 2018-12-11 | Interest | 34% | $1.00 | $1.02 | 2.28% | Interest Income |
| 2017-06-29 | 2018-12-11 | Interest | 33% | $1.00 | $1.04 | 3.94% | Interest Income |
| 2018-08-02 | 2018-10-08 | Completed | 33% | $57.85 | $55.49 | -4.07% | Stop |
| 2018-01-19 | 2018-08-02 | Interest | 33% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2018-03-01 | 2018-03-05 | Completed | 34% | $57.19 | $57.29 | 0.18% | Signal |
| 2018-02-06 | 2018-03-01 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-08-28 | 2018-02-06 | Completed | 34% | $60.39 | $57.83 | -4.23% | Stop |
| 2018-01-16 | 2018-01-19 | Completed | 33% | $60.15 | $59.27 | -1.45% | Signal |
| 2017-12-14 | 2018-01-16 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-05-16 | 2017-12-14 | Completed | 33% | $57.43 | $60.87 | 6.01% | Signal |
| 2017-01-06 | 2017-08-28 | Interest | 34% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2016-12-08 | 2017-06-29 | Completed | 33% | $55.86 | $59.21 | 5.99% | Signal |
| 2016-11-15 | 2017-05-16 | Interest | 33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2016-12-08 | 2017-01-06 | Completed | 34% | $55.86 | $56.88 | 1.83% | Signal |
| 2016-11-15 | 2016-12-08 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-15 | 2016-12-08 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-08 | 2016-11-15 | Completed | 33% | $61.00 | $57.15 | -6.31% | Stop |
| 2016-11-08 | 2016-11-15 | Completed | 34% | $61.00 | $57.15 | -6.31% | Stop |
| 2016-11-08 | 2016-11-15 | Completed | 33% | $61.00 | $57.15 | -6.31% | Stop |
| 2016-10-17 | 2016-11-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-10-17 | 2016-11-08 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-10-17 | 2016-11-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-02-17 | 2016-10-17 | Completed | 33% | $59.42 | $61.38 | 3.31% | Stop |
| 2016-02-08 | 2016-10-17 | Completed | 34% | $59.43 | $61.38 | 3.28% | Stop |
| 2015-05-29 | 2016-10-17 | Completed | 33% | $55.66 | $61.38 | 10.29% | Stop |
| 2016-01-25 | 2016-02-17 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-08-28 | 2016-02-08 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2015-10-09 | 2016-01-25 | Completed | 33% | $55.79 | $57.71 | 3.44% | Signal |
| 2015-06-03 | 2015-10-09 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2015-05-29 | 2015-08-28 | Completed | 34% | $55.66 | $55.99 | 0.60% | Signal |
| 2015-05-29 | 2015-06-03 | Completed | 33% | $55.66 | $53.78 | -3.37% | Signal |
| 2015-05-06 | 2015-05-29 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-05-06 | 2015-05-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-05-06 | 2015-05-29 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-03-12 | 2015-05-06 | Completed | 33% | $57.15 | $55.12 | -3.55% | Stop |
| 2015-03-12 | 2015-05-06 | Completed | 34% | $57.15 | $55.12 | -3.55% | Stop |
| 2015-03-12 | 2015-05-06 | Completed | 33% | $57.15 | $55.12 | -3.55% | Stop |
| 2015-02-18 | 2015-03-12 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-02-18 | 2015-03-12 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-02-18 | 2015-03-12 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2014-11-13 | 2015-02-18 | Completed | 33% | $52.98 | $56.38 | 6.43% | Stop |
| 2014-05-08 | 2015-02-18 | Completed | 34% | $49.65 | $56.38 | 13.56% | Stop |
| 2014-03-04 | 2015-02-18 | Completed | 33% | $47.82 | $56.38 | 17.92% | Stop |
| 2013-08-14 | 2014-11-13 | Interest | 33% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2013-03-01 | 2014-05-08 | Interest | 34% | $1.00 | $1.03 | 3.00% | Interest Income |
| 2012-11-05 | 2014-03-04 | Interest | 33% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2013-06-20 | 2013-08-14 | Completed | 33% | $47.61 | $45.57 | -4.29% | Signal |
| 2013-05-29 | 2013-06-20 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-02-27 | 2013-05-29 | Completed | 33% | $50.71 | $49.16 | -3.06% | Stop |
| 2013-02-27 | 2013-03-01 | Completed | 34% | $50.71 | $50.57 | -0.28% | Signal |
| 2013-02-04 | 2013-02-27 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2013-02-04 | 2013-02-27 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2012-09-11 | 2013-02-04 | Completed | 34% | $51.77 | $49.59 | -4.22% | Stop |
| 2012-09-11 | 2013-02-04 | Completed | 33% | $51.77 | $49.59 | -4.22% | Stop |
| 2012-09-11 | 2012-11-05 | Completed | 33% | $51.77 | $51.57 | -0.40% | Signal |
| 2012-08-17 | 2012-09-11 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-08-17 | 2012-09-11 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-08-17 | 2012-09-11 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-06-08 | 2012-08-17 | Completed | 33% | $52.45 | $50.74 | -3.25% | Stop |
| 2012-04-10 | 2012-08-17 | Completed | 34% | $48.19 | $50.74 | 5.31% | Stop |
| 2012-04-10 | 2012-08-17 | Completed | 33% | $48.19 | $50.74 | 5.31% | Stop |
| 2012-03-16 | 2012-06-08 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2012-03-16 | 2012-04-10 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-16 | 2012-04-10 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-12-27 | 2012-03-16 | Completed | 33% | $48.49 | $46.07 | -4.98% | Stop |
| 2011-12-27 | 2012-03-16 | Completed | 34% | $48.49 | $46.07 | -4.98% | Stop |
| 2011-12-27 | 2012-03-16 | Completed | 33% | $48.49 | $46.07 | -4.98% | Stop |
| 2011-12-22 | 2011-12-27 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-22 | 2011-12-27 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-22 | 2011-12-27 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
