+38.3%
VBF vs VT
+221.8%
-183.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | +0.5% | -1.5% | +2.0% | +0.8% |
| 3M | -1.3% | -4.1% | +2.9% | -0.4% |
| 6M | -1.3% | +0.6% | -1.8% | -1.5% |
| YTD | -2.3% | +11.0% | -13.3% | -4.9% |
| 1Y | -2.7% | +13.3% | -16.0% | -5.7% |
| 3Y | +13.9% | +73.4% | -59.5% | -0.8% |
| 5Y | -6.5% | +57.4% | -63.9% | -17.2% |
| All | +38.3% | +221.8% | -183.5% | +3.1% |
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