+248.7%
VABK vs VT
+346.0%
-97.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.5% | -2.3% | +4.8% | +2.8% |
| 30D | +9.3% | -5.0% | +14.2% | +9.9% |
| 3M | +13.5% | -4.9% | +18.4% | +14.1% |
| 6M | +21.5% | -1.5% | +23.1% | +21.7% |
| YTD | +35.9% | +8.5% | +27.4% | +34.5% |
| 1Y | +40.2% | +11.4% | +28.8% | +38.4% |
| 3Y | +85.3% | +70.1% | +15.3% | +76.5% |
| 5Y | +77.3% | +53.7% | +23.5% | +69.4% |
| 10Y | +214.0% | +220.0% | -5.9% | +192.7% |
| All | +248.7% | +346.0% | -97.4% | +224.1% |
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