+492.7%
VBK vs VT
+374.2%
+118.5%
-53.8%
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 | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | -1.1% | +1.0% | -2.0% | -2.0% |
| 3M | -1.9% | +2.4% | -4.3% | -4.2% |
| 6M | +9.9% | +12.0% | -2.1% | -2.3% |
| YTD | +15.9% | +15.3% | +0.6% | 0.0% |
| 1Y | +19.4% | +22.6% | -3.1% | -3.2% |
| 3Y | +53.5% | +74.7% | -21.2% | -13.0% |
| 5Y | +20.9% | +66.1% | -45.3% | -26.6% |
| 10Y | +180.3% | +225.0% | -44.7% | -10.8% |
| All | +492.7% | +374.2% | +118.5% | +28.2% |
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