-100.0%
VBIO vs VT
+58.3%
-158.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.2% |
| 7D | +3.7% | +2.4% | +1.4% | +1.3% |
| 30D | -63.5% | -1.5% | -62.0% | -62.9% |
| 3M | -87.6% | -4.1% | -83.5% | -87.1% |
| 6M | -97.8% | +0.6% | -98.4% | -97.9% |
| YTD | -98.5% | +11.0% | -109.6% | -98.7% |
| 1Y | -99.0% | +13.3% | -112.3% | -99.1% |
| 3Y | -99.9% | +73.4% | -173.3% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +58.3% | -158.3% | -100.0% |
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