+72.3%
VAC vs VT
+224.5%
-152.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.8% |
| 30D | +4.8% | +1.0% | +3.8% | +3.3% |
| 3M | +22.7% | +2.4% | +20.4% | +17.4% |
| 6M | +57.0% | +12.0% | +45.0% | +30.1% |
| YTD | +88.9% | +15.3% | +73.6% | +49.2% |
| 1Y | +41.6% | +22.6% | +19.0% | +1.9% |
| 3Y | +8.6% | +74.7% | -66.1% | -54.1% |
| 5Y | -16.5% | +66.1% | -82.7% | -61.2% |
| All | +72.3% | +224.5% | -152.2% | -68.1% |
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 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