+107.6%
VEGA vs VT
+215.5%
-108.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -1.7% | -2.3% | +0.6% | -0.3% |
| 30D | -3.2% | -5.0% | +1.8% | -0.2% |
| 3M | -3.4% | -4.9% | +1.5% | -0.5% |
| 6M | -1.6% | -1.5% | 0.0% | -0.7% |
| YTD | +4.3% | +8.5% | -4.2% | -0.8% |
| 1Y | +5.9% | +11.4% | -5.5% | -1.0% |
| 3Y | +45.6% | +70.1% | -24.4% | +5.4% |
| 5Y | +30.3% | +53.7% | -23.4% | -1.0% |
| All | +107.6% | +215.5% | -108.0% | +9.1% |
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 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