+34.2%
VEL vs VT
+53.2%
-19.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +7.2% |
| 7D | +9.4% | -4.2% | +13.6% | +12.7% |
| 30D | +17.4% | -5.8% | +23.1% | +22.3% |
| 3M | -1.2% | -5.2% | +4.0% | +2.5% |
| 6M | -9.7% | +0.1% | -9.9% | -10.5% |
| YTD | -15.9% | +8.2% | -24.2% | -21.7% |
| 1Y | -7.2% | +10.1% | -17.4% | -15.0% |
| 3Y | +35.7% | +69.7% | -34.0% | -17.6% |
| 5Y | +34.2% | +53.4% | -19.1% | -14.3% |
| All | +34.2% | +53.2% | -19.0% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling