-98.4%
VATE vs VT
+224.5%
-322.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | -1.6% | +1.0% | -2.6% | -2.2% |
| 3M | -56.6% | +2.4% | -59.0% | -58.0% |
| 6M | +51.5% | +12.0% | +39.5% | +30.6% |
| YTD | +64.6% | +15.3% | +49.3% | +36.4% |
| 1Y | +34.3% | +22.6% | +11.7% | +1.6% |
| 3Y | -55.2% | +74.7% | -129.9% | -78.2% |
| 5Y | -79.5% | +66.1% | -145.6% | -89.2% |
| All | -98.4% | +224.5% | -322.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling