+103.7%
VAC vs VT
+217.6%
-113.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -2.5% | -0.1% | -2.3% | -2.3% |
| 30D | +9.8% | -3.1% | +12.9% | +15.3% |
| 3M | +3.0% | -3.5% | +6.5% | +9.0% |
| 6M | +52.7% | +0.5% | +52.3% | +50.6% |
| YTD | +106.6% | +10.8% | +95.8% | +73.6% |
| 1Y | +140.6% | +11.9% | +128.7% | +98.9% |
| 3Y | +70.8% | +73.0% | -2.2% | -26.9% |
| 5Y | -19.5% | +58.6% | -78.1% | -59.8% |
| 10Y | +103.7% | +219.2% | -115.5% | -58.0% |
| All | +103.7% | +217.6% | -113.9% | -58.0% |
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