+150.1%
VAW vs VT
+222.7%
-72.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | +0.1% | +2.9% | -2.8% | -2.9% |
| 30D | +3.1% | -2.5% | +5.6% | +5.8% |
| 3M | -2.5% | -3.3% | +0.8% | +1.0% |
| 6M | -2.4% | +1.5% | -3.9% | -4.2% |
| YTD | +11.4% | +11.4% | +0.1% | -1.0% |
| 1Y | +16.3% | +11.9% | +4.3% | +2.7% |
| 3Y | +41.7% | +73.9% | -32.2% | -22.7% |
| 5Y | +26.4% | +57.9% | -31.5% | -23.3% |
| All | +150.1% | +222.7% | -72.6% | -30.1% |
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