+114.3%
VALQ vs VT
+138.5%
-24.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.2% | -1.6% | +1.8% | +1.6% |
| 30D | +3.4% | -2.5% | +5.9% | +5.5% |
| 3M | +3.2% | -1.3% | +4.5% | +4.2% |
| 6M | +9.8% | +3.1% | +6.7% | +6.5% |
| YTD | +10.8% | +10.9% | -0.1% | +0.6% |
| 1Y | +15.3% | +12.1% | +3.3% | +3.7% |
| 3Y | +55.8% | +73.9% | -18.1% | -5.6% |
| 5Y | +54.6% | +58.0% | -3.4% | +1.5% |
| All | +114.3% | +138.5% | -24.2% | -6.0% |
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 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