-29.0%
VET vs VT
+431.7%
-460.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.4% |
| 30D | +21.6% | +1.0% | +20.6% | +19.8% |
| 3M | +8.1% | +2.4% | +5.7% | +3.6% |
| 6M | +13.1% | +12.0% | +1.1% | -6.5% |
| YTD | +56.6% | +15.3% | +41.3% | +24.2% |
| 1Y | +74.4% | +22.6% | +51.8% | +26.7% |
| 3Y | -7.0% | +74.7% | -81.7% | -58.0% |
| 5Y | +107.0% | +66.1% | +40.8% | +0.4% |
| 10Y | -48.7% | +225.0% | -273.7% | -87.0% |
| All | -29.0% | +431.7% | -460.8% | -87.5% |
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