+991.1%
VCR vs VT
+355.4%
+635.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +2.9% | -0.1% | +3.1% | +3.1% |
| 30D | +6.6% | -3.1% | +9.6% | +9.9% |
| 3M | +0.5% | -3.5% | +4.0% | +4.1% |
| 6M | +1.6% | +0.5% | +1.1% | +1.1% |
| YTD | +2.9% | +10.8% | -7.8% | -6.9% |
| 1Y | +3.1% | +11.9% | -8.8% | -7.6% |
| 3Y | +52.7% | +73.0% | -20.2% | -9.1% |
| 5Y | +21.9% | +58.6% | -36.7% | -19.6% |
| 10Y | +262.6% | +219.2% | +43.4% | +29.8% |
| All | +991.1% | +355.4% | +635.6% | +190.0% |
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