-14.1%
VIA vs VT
+16.1%
-30.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.6% | +10.2% | +10.4% |
| 7D | +16.6% | +0.4% | +16.2% | +16.3% |
| 30D | +31.4% | -2.6% | +34.0% | +34.1% |
| 3M | +91.6% | -3.2% | +94.8% | +96.3% |
| 6M | +145.8% | +0.9% | +144.9% | +143.2% |
| YTD | +46.7% | +11.3% | +35.4% | +30.3% |
| 1Y | -16.4% | +14.0% | -30.4% | -26.1% |
| All | -14.1% | +16.1% | -30.2% | -23.6% |
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 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