-98.8%
VATE vs VT
+545.3%
-644.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -4.5% |
| 7D | -14.3% | -4.2% | -10.1% | -10.6% |
| 30D | -30.9% | -5.8% | -25.1% | -26.6% |
| 3M | -34.3% | -5.2% | -29.0% | -30.2% |
| 6M | -60.4% | +0.1% | -60.5% | -60.2% |
| YTD | +10.0% | +8.2% | +1.7% | +2.8% |
| 1Y | -14.9% | +10.1% | -25.0% | -21.8% |
| 3Y | -58.2% | +69.7% | -127.9% | -73.7% |
| 5Y | -89.1% | +53.4% | -142.5% | -92.4% |
| 10Y | -98.7% | +219.2% | -317.9% | -99.5% |
| All | -98.8% | +545.3% | -644.1% | -99.4% |
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