+13.7%
VCEL vs VT
+73.6%
-59.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.0% | -1.6% | -3.4% | -3.1% |
| 30D | +2.3% | -2.5% | +4.8% | +5.5% |
| 3M | -10.8% | -1.3% | -9.5% | -9.6% |
| 6M | +15.5% | +3.1% | +12.4% | +9.3% |
| YTD | +14.1% | +10.9% | +3.2% | -2.4% |
| 1Y | +11.9% | +12.1% | -0.1% | -5.8% |
| All | +13.7% | +73.6% | -59.9% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling