+125.7%
VC vs VT
+392.8%
-267.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | +1.1% | -1.6% | +2.7% | +3.1% |
| 30D | -16.0% | -2.5% | -13.5% | -13.3% |
| 3M | -29.0% | -1.3% | -27.7% | -28.0% |
| 6M | -32.3% | +3.1% | -35.4% | -34.9% |
| YTD | -20.7% | +10.9% | -31.7% | -30.7% |
| 1Y | -29.3% | +12.1% | -41.4% | -39.0% |
| 3Y | -34.3% | +73.9% | -108.2% | -67.6% |
| 5Y | -36.8% | +58.0% | -94.8% | -64.0% |
| 10Y | +10.8% | +225.5% | -214.7% | -70.5% |
| All | +125.7% | +392.8% | -267.1% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling