+132.3%
VECO vs VT
+360.7%
-228.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +1.8% |
| 7D | +13.7% | -0.7% | +14.4% | +15.2% |
| 30D | -16.9% | -1.7% | -15.1% | -14.1% |
| 3M | -18.4% | -2.3% | -16.1% | -14.7% |
| 6M | -33.1% | +1.5% | -34.7% | -32.7% |
| YTD | +43.2% | +12.0% | +31.2% | +26.8% |
| 1Y | +33.9% | +12.9% | +21.0% | +17.7% |
| 3Y | +47.3% | +74.9% | -27.6% | -26.0% |
| 5Y | +50.9% | +59.9% | -9.1% | -13.0% |
| 10Y | +61.8% | +224.6% | -162.8% | -57.8% |
| All | +132.3% | +360.7% | -228.4% | -56.7% |
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