-60.3%
VET vs VT
+215.5%
-275.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | -23.7% | -2.3% | -21.3% | -21.4% |
| 30D | -9.4% | -5.0% | -4.4% | -3.1% |
| 3M | -4.0% | -4.9% | +0.8% | +1.8% |
| 6M | -10.5% | -1.5% | -9.0% | -11.4% |
| YTD | +28.4% | +8.5% | +19.9% | +5.9% |
| 1Y | +34.5% | +11.4% | +23.2% | +6.1% |
| 3Y | -18.2% | +70.1% | -88.3% | -67.6% |
| 5Y | +2.6% | +53.7% | -51.2% | -52.0% |
| All | -60.3% | +215.5% | -275.8% | -92.3% |
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 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