+22.5%
VCV vs VT
+214.8%
-192.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.7% |
| 7D | +2.1% | -4.2% | +6.2% | +3.3% |
| 30D | +6.2% | -5.8% | +12.0% | +8.0% |
| 3M | -9.0% | -5.2% | -3.7% | -7.6% |
| 6M | -7.3% | +0.1% | -7.4% | -7.5% |
| YTD | -9.8% | +8.2% | -18.0% | -12.0% |
| 1Y | -9.8% | +10.1% | -19.9% | -12.5% |
| 3Y | +34.5% | +69.7% | -35.2% | +13.8% |
| 5Y | -10.6% | +53.4% | -63.9% | -22.5% |
| All | +22.5% | +214.8% | -192.3% | -18.8% |
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