+97.5%
VCV vs VT
+356.1%
-258.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +4.8% | -2.5% | +7.3% | +5.4% |
| 3M | -9.2% | -1.3% | -7.9% | -8.9% |
| 6M | -9.3% | +3.1% | -12.4% | -10.1% |
| YTD | -10.8% | +10.9% | -21.8% | -13.2% |
| 1Y | -10.9% | +12.1% | -23.0% | -13.5% |
| 3Y | +32.9% | +73.9% | -41.0% | +15.5% |
| 5Y | -10.3% | +58.0% | -68.3% | -20.8% |
| 10Y | +21.0% | +225.5% | -204.4% | -11.0% |
| All | +97.5% | +356.1% | -258.6% | +31.2% |
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 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