-42.4%
VET vs VT
+410.7%
-453.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -16.5% | -0.1% | -16.3% | -16.9% |
| 30D | -12.9% | -3.1% | -9.8% | -10.1% |
| 3M | -9.1% | -3.5% | -5.6% | -6.1% |
| 6M | -10.9% | +0.5% | -11.3% | -13.9% |
| YTD | +27.0% | +10.8% | +16.3% | +4.9% |
| 1Y | +22.1% | +11.9% | +10.2% | -0.8% |
| 3Y | -13.9% | +73.0% | -86.9% | -61.1% |
| 5Y | +10.7% | +58.6% | -48.0% | -43.9% |
| 10Y | -60.6% | +219.2% | -279.8% | -89.9% |
| All | -42.4% | +410.7% | -453.1% | -89.5% |
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