+18.6%
VC vs VT
+231.8%
-213.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +5.9% | +5.3% |
| 7D | +10.9% | -0.3% | +11.2% | +11.4% |
| 30D | -10.1% | -1.4% | -8.6% | -8.2% |
| 3M | -23.6% | -1.4% | -22.2% | -22.1% |
| 6M | -25.3% | +5.5% | -30.7% | -30.7% |
| YTD | -14.7% | +12.8% | -27.5% | -28.2% |
| 1Y | -22.9% | +15.4% | -38.3% | -37.1% |
| 3Y | -29.2% | +76.9% | -106.1% | -68.9% |
| 5Y | -31.9% | +60.4% | -92.3% | -64.6% |
| 10Y | +18.6% | +232.8% | -214.1% | -73.6% |
| All | +18.6% | +231.8% | -213.2% | -73.6% |
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