+508.6%
VB vs VT
+356.1%
+152.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +2.3% |
| 30D | +1.2% | -2.5% | +3.7% | +3.8% |
| 3M | -2.1% | -1.3% | -0.8% | -0.8% |
| 6M | +3.2% | +3.1% | +0.2% | -0.1% |
| YTD | +14.4% | +10.9% | +3.5% | +2.5% |
| 1Y | +16.4% | +12.1% | +4.4% | +3.3% |
| 3Y | +62.8% | +73.9% | -11.1% | -7.7% |
| 5Y | +32.7% | +58.0% | -25.3% | -16.2% |
| 10Y | +196.4% | +225.5% | -29.1% | -7.2% |
| All | +508.6% | +356.1% | +152.5% | +37.6% |
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