+14.0%
VETZ vs VT
+62.7%
-48.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.2% | -2.3% | +2.5% | +0.4% |
| 30D | +3.0% | -5.0% | +8.0% | +3.5% |
| 3M | -0.7% | -4.9% | +4.2% | -0.2% |
| 6M | -1.7% | -1.5% | -0.1% | -1.6% |
| YTD | -0.7% | +8.5% | -9.2% | -1.4% |
| 1Y | +0.3% | +11.4% | -11.0% | -0.6% |
| 3Y | +16.5% | +70.1% | -53.5% | +7.1% |
| All | +14.0% | +62.7% | -48.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling