-78.7%
VALN vs VT
+73.4%
-152.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.5% |
| 30D | -3.2% | -1.4% | -1.7% | -1.3% |
| 3M | +9.5% | -1.4% | +10.9% | +11.5% |
| 6M | +8.9% | +5.5% | +3.4% | +1.6% |
| YTD | -36.2% | +12.8% | -49.0% | -46.0% |
| 1Y | -38.0% | +15.4% | -53.4% | -49.1% |
| 3Y | -54.9% | +76.9% | -131.8% | -78.7% |
| 5Y | -87.8% | +60.4% | -148.2% | -94.0% |
| All | -78.7% | +73.4% | -152.1% | -90.4% |
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