+13.0%
VETZ vs VT
+67.0%
-54.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | +0.7% | -2.5% | +3.2% | +1.0% |
| 3M | -1.8% | -3.3% | +1.5% | -1.5% |
| 6M | -2.2% | +1.5% | -3.7% | -2.4% |
| YTD | -1.6% | +11.4% | -12.9% | -2.5% |
| 1Y | -1.2% | +11.9% | -13.1% | -2.2% |
| 3Y | +15.3% | +73.9% | -58.6% | +5.8% |
| All | +13.0% | +67.0% | -54.0% | +4.4% |
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