+667.4%
VAC vs VT
+368.2%
+299.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -0.6% |
| 7D | -7.4% | -4.2% | -3.2% | -1.7% |
| 30D | +2.5% | -5.8% | +8.3% | +11.5% |
| 3M | +6.2% | -5.2% | +11.4% | +14.6% |
| 6M | +48.0% | +0.1% | +47.9% | +47.1% |
| YTD | +91.4% | +8.2% | +83.2% | +70.0% |
| 1Y | +66.4% | +10.1% | +56.3% | +45.0% |
| 3Y | +46.8% | +69.7% | -22.9% | -27.7% |
| 5Y | -26.2% | +53.4% | -79.6% | -57.6% |
| 10Y | +111.5% | +219.2% | -107.7% | -44.3% |
| All | +667.4% | +368.2% | +299.2% | +55.5% |
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