+257.7%
VAW vs VT
+346.0%
-88.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -0.3% | -2.3% | +2.0% | +2.1% |
| 30D | +3.8% | -5.0% | +8.8% | +9.4% |
| 3M | -1.9% | -4.9% | +3.0% | +3.3% |
| 6M | -2.9% | -1.5% | -1.3% | -1.5% |
| YTD | +11.0% | +8.5% | +2.5% | +1.6% |
| 1Y | +20.1% | +11.4% | +8.8% | +7.0% |
| 3Y | +39.3% | +70.1% | -30.7% | -20.7% |
| 5Y | +29.1% | +53.7% | -24.6% | -18.2% |
| 10Y | +162.7% | +220.0% | -57.3% | -21.8% |
| All | +257.7% | +346.0% | -88.3% | -25.5% |
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