+34.6%
VCV vs VT
+75.0%
-40.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.9% |
| 3M | -2.4% | +2.4% | -4.7% | -2.8% |
| 6M | -5.1% | +12.0% | -17.1% | -7.4% |
| YTD | -3.6% | +15.3% | -18.9% | -6.4% |
| 1Y | +7.4% | +22.6% | -15.2% | +2.8% |
| All | +34.6% | +75.0% | -40.3% | +10.5% |
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