+160.3%
VBF vs VT
+346.0%
-185.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.6% |
| 30D | +5.7% | -5.0% | +10.7% | +6.5% |
| 3M | +1.8% | -4.9% | +6.7% | +2.6% |
| 6M | +1.2% | -1.5% | +2.8% | +1.4% |
| YTD | +0.6% | +8.5% | -7.9% | -0.8% |
| 1Y | 0.0% | +11.4% | -11.4% | -1.8% |
| 3Y | +20.8% | +70.1% | -49.2% | +10.5% |
| 5Y | -4.0% | +53.7% | -57.8% | -11.3% |
| 10Y | +34.6% | +220.0% | -185.4% | +11.3% |
| All | +160.3% | +346.0% | -185.7% | +114.4% |
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