+268.3%
VAW vs VT
+374.2%
-105.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | +0.3% | +1.0% | -0.7% | -0.8% |
| 3M | +1.0% | +2.4% | -1.4% | -1.6% |
| 6M | +0.3% | +12.0% | -11.8% | -11.2% |
| YTD | +14.3% | +15.3% | -1.1% | -1.8% |
| 1Y | +15.8% | +22.6% | -6.8% | -6.7% |
| 3Y | +34.0% | +74.7% | -40.7% | -25.7% |
| 5Y | +37.5% | +66.1% | -28.7% | -19.6% |
| 10Y | +157.3% | +225.0% | -67.7% | -24.6% |
| All | +268.3% | +374.2% | -105.9% | -28.0% |
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