+117.5%
VBNK vs VT
+68.8%
+48.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +16.3% | +1.0% | +15.3% | +15.6% |
| 30D | +15.6% | -0.2% | +15.8% | +15.8% |
| 3M | +12.4% | +4.5% | +7.8% | +9.3% |
| 6M | +53.7% | +14.1% | +39.6% | +40.9% |
| YTD | +47.5% | +14.8% | +32.8% | +34.8% |
| 1Y | +87.4% | +21.2% | +66.2% | +65.4% |
| 3Y | +186.2% | +76.6% | +109.6% | +107.6% |
| 5Y | +121.7% | +66.6% | +55.2% | +74.5% |
| All | +117.5% | +68.8% | +48.8% | +69.1% |
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 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