+154.0%
VBF vs VT
+374.2%
-220.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | -0.7% | +1.0% | -1.7% | -0.9% |
| 3M | -0.8% | +2.4% | -3.2% | -1.2% |
| 6M | -2.1% | +12.0% | -14.1% | -3.9% |
| YTD | -1.8% | +15.3% | -17.1% | -4.1% |
| 1Y | -0.9% | +22.6% | -23.4% | -4.1% |
| 3Y | +17.2% | +74.7% | -57.5% | +6.8% |
| 5Y | -5.3% | +66.1% | -71.5% | -13.5% |
| 10Y | +30.2% | +225.0% | -194.8% | +7.2% |
| All | +154.0% | +374.2% | -220.2% | +107.2% |
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