+173.0%
VBR vs VT
+217.6%
-44.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +5.7% | -3.1% | +8.8% | +9.2% |
| 3M | -0.1% | -3.5% | +3.4% | +3.7% |
| 6M | +7.1% | +0.5% | +6.6% | +5.9% |
| YTD | +18.8% | +10.8% | +8.0% | +5.1% |
| 1Y | +21.8% | +11.9% | +9.9% | +6.6% |
| 3Y | +68.8% | +73.0% | -4.2% | -9.3% |
| 5Y | +50.2% | +58.6% | -8.4% | -10.8% |
| 10Y | +173.0% | +219.2% | -46.2% | -23.9% |
| All | +173.0% | +217.6% | -44.6% | -23.9% |
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