+152.0%
VFVA vs VT
+154.3%
-2.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -1.1% |
| 30D | 0.0% | -0.2% | +0.3% | +0.3% |
| 3M | +10.6% | +4.5% | +6.0% | +4.7% |
| 6M | +17.3% | +14.1% | +3.3% | +0.2% |
| YTD | +22.0% | +14.8% | +7.3% | +3.4% |
| 1Y | +27.7% | +21.2% | +6.5% | +1.5% |
| 3Y | +68.6% | +76.6% | -8.0% | -13.3% |
| 5Y | +82.0% | +66.6% | +15.4% | +0.3% |
| All | +152.0% | +154.3% | -2.3% | -15.5% |
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 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