+210.0%
VABK vs VT
+374.2%
-164.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -0.6% | +1.0% | -1.6% | -0.7% |
| 3M | +12.0% | +2.4% | +9.6% | +11.6% |
| 6M | +20.3% | +12.0% | +8.3% | +18.7% |
| YTD | +20.8% | +15.3% | +5.4% | +18.8% |
| 1Y | +19.9% | +22.6% | -2.7% | +17.1% |
| 3Y | +57.9% | +74.7% | -16.7% | +49.7% |
| 5Y | +52.8% | +66.1% | -13.4% | +44.9% |
| 10Y | +175.2% | +225.0% | -49.8% | +154.9% |
| All | +210.0% | +374.2% | -164.2% | +186.2% |
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