+19.9%
VBND vs VT
+249.4%
-229.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | +0.6% | -4.2% | +4.8% | +0.8% |
| 30D | +2.6% | -5.8% | +8.4% | +2.8% |
| 3M | -0.3% | -5.2% | +5.0% | -0.1% |
| 6M | -0.2% | +0.1% | -0.3% | -0.2% |
| YTD | -0.2% | +8.2% | -8.4% | -0.5% |
| 1Y | +0.7% | +10.1% | -9.4% | +0.3% |
| 3Y | +15.5% | +69.7% | -54.1% | +13.3% |
| 5Y | -0.2% | +53.4% | -53.6% | -2.2% |
| 10Y | +14.4% | +219.2% | -204.9% | +12.5% |
| All | +19.9% | +249.4% | -229.4% | +19.1% |
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