-99.7%
VEEE vs VT
+66.7%
-166.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.0% |
| 7D | -17.1% | -0.1% | -17.0% | -16.9% |
| 30D | -24.6% | -3.1% | -21.5% | -22.5% |
| 3M | -28.5% | -3.5% | -25.0% | -25.8% |
| 6M | +25.0% | +0.5% | +24.6% | +23.7% |
| YTD | -88.4% | +10.8% | -99.2% | -90.1% |
| 1Y | -90.1% | +11.9% | -102.0% | -91.6% |
| 3Y | -98.5% | +73.0% | -171.5% | -99.2% |
| 5Y | -99.5% | +58.6% | -158.1% | -99.7% |
| All | -99.7% | +66.7% | -166.5% | -99.8% |
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