+135.0%
VBNK vs VT
+63.3%
+71.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +3.7% | +2.4% | +1.4% | +2.2% |
| 30D | +8.8% | -1.5% | +10.3% | +10.0% |
| 3M | +18.5% | -4.1% | +22.6% | +21.9% |
| 6M | +37.8% | +0.6% | +37.2% | +37.3% |
| YTD | +59.4% | +11.0% | +48.3% | +48.9% |
| 1Y | +104.8% | +13.3% | +91.4% | +88.8% |
| 3Y | +222.8% | +73.4% | +149.4% | +138.0% |
| 5Y | +87.1% | +57.4% | +29.7% | +51.2% |
| All | +135.0% | +63.3% | +71.7% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling