-23.8%
VIA vs VT
+13.2%
-37.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +3.4% | -2.3% | +5.7% | +5.4% |
| 30D | +23.7% | -5.0% | +28.7% | +28.8% |
| 3M | +75.0% | -4.9% | +79.8% | +81.9% |
| 6M | +117.7% | -1.5% | +119.2% | +119.7% |
| YTD | +30.0% | +8.5% | +21.5% | +18.0% |
| 1Y | -25.9% | +11.4% | -37.2% | -33.2% |
| All | -23.8% | +13.2% | -37.0% | -30.8% |
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