+153.5%
VECO vs VT
+374.2%
-220.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.2% |
| 30D | -15.7% | +1.0% | -16.6% | -16.6% |
| 3M | -29.8% | +2.4% | -32.2% | -31.0% |
| 6M | +38.0% | +12.0% | +26.0% | +20.8% |
| YTD | +56.3% | +15.3% | +41.0% | +31.5% |
| 1Y | +87.1% | +22.6% | +64.5% | +45.5% |
| 3Y | +49.0% | +74.7% | -25.7% | -25.9% |
| 5Y | +91.3% | +66.1% | +25.2% | +3.6% |
| 10Y | +120.2% | +225.0% | -104.8% | -43.6% |
| All | +153.5% | +374.2% | -220.7% | -55.1% |
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