-28.3%
VCEL vs VT
+66.2%
-94.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | -11.4% | +1.0% | -12.4% | -12.8% |
| 3M | +12.6% | +2.4% | +10.2% | +7.6% |
| 6M | +15.0% | +12.0% | +3.0% | -4.6% |
| YTD | +11.6% | +15.3% | -3.7% | -11.7% |
| 1Y | +19.4% | +22.6% | -3.2% | -14.3% |
| 3Y | +18.6% | +74.7% | -56.0% | -52.5% |
| All | -28.3% | +66.2% | -94.5% | -67.2% |
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