+110.2%
VAC vs VT
+215.5%
-105.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.7% |
| 7D | -4.4% | -2.3% | -2.1% | -0.8% |
| 30D | +7.1% | -5.0% | +12.1% | +16.0% |
| 3M | -10.8% | -4.9% | -5.9% | -3.4% |
| 6M | +43.7% | -1.5% | +45.2% | +46.2% |
| YTD | +97.2% | +8.5% | +88.7% | +71.2% |
| 1Y | +132.9% | +11.4% | +121.6% | +94.0% |
| 3Y | +57.7% | +70.1% | -12.4% | -30.7% |
| 5Y | -24.0% | +53.7% | -77.7% | -60.1% |
| All | +110.2% | +215.5% | -105.4% | -54.7% |
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