-21.1%
GENVR vs VT
+44.2%
-65.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -10.9% |
| 7D | -14.4% | +2.9% | -17.3% | -22.1% |
| 30D | +215.0% | -2.5% | +217.5% | +244.4% |
| 3M | -12.5% | -3.3% | -9.2% | +1.3% |
| 6M | +373.0% | +1.5% | +371.4% | +364.1% |
| YTD | -30.3% | +11.4% | -41.7% | -45.3% |
| 1Y | -37.0% | +11.9% | -48.9% | -51.2% |
| All | -21.1% | +44.2% | -65.3% | -54.9% |
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