+44.8%
VBR vs VT
+53.4%
-8.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -0.6% | -2.3% | +1.7% | +1.7% |
| 30D | +4.2% | -5.0% | +9.1% | +9.6% |
| 3M | -2.2% | -4.9% | +2.7% | +2.7% |
| 6M | +3.8% | -1.5% | +5.3% | +4.8% |
| YTD | +15.9% | +8.5% | +7.4% | +5.4% |
| 1Y | +20.8% | +11.4% | +9.4% | +6.8% |
| 3Y | +62.7% | +70.1% | -7.3% | -8.3% |
| All | +44.8% | +53.4% | -8.6% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling