+1,686.2%
VCEL vs VT
+224.5%
+1,461.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.5% |
| 30D | -11.4% | +1.0% | -12.4% | -12.7% |
| 3M | +12.6% | +2.4% | +10.2% | +7.9% |
| 6M | +15.0% | +12.0% | +3.0% | -3.4% |
| YTD | +11.6% | +15.3% | -3.7% | -10.2% |
| 1Y | +19.4% | +22.6% | -3.2% | -12.1% |
| 3Y | +18.6% | +74.7% | -56.0% | -47.6% |
| 5Y | -28.7% | +66.1% | -94.9% | -64.8% |
| All | +1,686.2% | +224.5% | +1,461.7% | +402.3% |
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