+123.4%
VEGA vs VT
+320.1%
-196.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.4% |
| 7D | -2.6% | -4.2% | +1.6% | -0.2% |
| 30D | -3.6% | -5.8% | +2.2% | -0.3% |
| 3M | -3.5% | -5.2% | +1.7% | -0.6% |
| 6M | -0.3% | +0.1% | -0.5% | -0.4% |
| YTD | +4.3% | +8.2% | -3.9% | -0.2% |
| 1Y | +5.5% | +10.1% | -4.6% | -0.1% |
| 3Y | +45.4% | +69.7% | -24.3% | +8.4% |
| 5Y | +30.3% | +53.4% | -23.0% | +1.6% |
| 10Y | +107.6% | +219.2% | -111.6% | +16.1% |
| All | +123.4% | +320.1% | -196.7% | +14.2% |
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