+157.5%
VBF vs VT
+345.0%
-187.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.7% |
| 30D | +3.8% | -5.8% | +9.6% | +4.8% |
| 3M | +0.7% | -5.2% | +5.9% | +1.5% |
| 6M | +0.5% | +0.1% | +0.3% | +0.4% |
| YTD | -0.5% | +8.2% | -8.7% | -1.8% |
| 1Y | -1.1% | +10.1% | -11.3% | -2.8% |
| 3Y | +18.4% | +69.7% | -51.3% | +8.3% |
| 5Y | -5.1% | +53.4% | -58.4% | -12.2% |
| 10Y | +33.1% | +219.2% | -186.1% | +10.1% |
| All | +157.5% | +345.0% | -187.5% | +112.1% |
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 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