+206.8%
VERA vs VT
+78.0%
+128.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +3.1% | +1.0% | +2.1% | +1.8% |
| 30D | +7.3% | -0.2% | +7.5% | +7.5% |
| 3M | +11.1% | +4.5% | +6.6% | +4.6% |
| 6M | -9.7% | +14.1% | -23.8% | -23.8% |
| YTD | -30.3% | +14.8% | -45.1% | -41.6% |
| 1Y | +42.5% | +21.2% | +21.4% | +12.1% |
| 3Y | +90.9% | +76.6% | +14.3% | +0.2% |
| 5Y | +42.5% | +66.6% | -24.1% | -19.4% |
| All | +206.8% | +78.0% | +128.8% | +65.1% |
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