+22.8%
VCV vs VT
+224.5%
-201.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -2.4% | +2.4% | -4.7% | -3.1% |
| 6M | -5.1% | +12.0% | -17.1% | -8.3% |
| YTD | -3.6% | +15.3% | -18.9% | -7.6% |
| 1Y | +7.4% | +22.6% | -15.2% | +1.0% |
| 3Y | +34.1% | +74.7% | -40.6% | +12.5% |
| 5Y | -1.7% | +66.1% | -67.8% | -16.8% |
| All | +22.8% | +224.5% | -201.7% | -19.9% |
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