+207.4%
VALU vs VT
+356.1%
-148.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +8.8% | -1.6% | +10.4% | +10.1% |
| 30D | +15.1% | -2.5% | +17.6% | +17.1% |
| 3M | +28.0% | -1.3% | +29.3% | +28.9% |
| 6M | +35.4% | +3.1% | +32.3% | +31.5% |
| YTD | +24.7% | +10.9% | +13.8% | +14.2% |
| 1Y | +27.9% | +12.1% | +15.8% | +16.2% |
| 3Y | +23.1% | +73.9% | -50.8% | -19.5% |
| 5Y | +53.4% | +58.0% | -4.6% | +8.7% |
| 10Y | +243.0% | +225.5% | +17.6% | +58.8% |
| All | +207.4% | +356.1% | -148.7% | +10.2% |
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