-26.2%
VAC vs VT
+53.2%
-79.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -0.4% |
| 7D | -7.4% | -4.2% | -3.2% | -1.6% |
| 30D | +2.5% | -5.8% | +8.3% | +11.7% |
| 3M | +6.2% | -5.2% | +11.4% | +14.8% |
| 6M | +48.0% | +0.1% | +47.9% | +46.9% |
| YTD | +91.4% | +8.2% | +83.2% | +68.8% |
| 1Y | +66.4% | +10.1% | +56.3% | +43.7% |
| 3Y | +46.8% | +69.7% | -22.9% | -28.1% |
| 5Y | -26.2% | +53.4% | -79.6% | -55.9% |
| All | -26.2% | +53.2% | -79.4% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling