-25.1%
VINP vs VT
+85.3%
-110.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.4% |
| 7D | +1.7% | +0.4% | +1.4% | +1.3% |
| 30D | -23.1% | -2.6% | -20.5% | -21.3% |
| 3M | -10.3% | -3.2% | -7.1% | -7.5% |
| 6M | -15.8% | +0.9% | -16.7% | -16.9% |
| YTD | -28.4% | +11.3% | -39.7% | -35.9% |
| 1Y | -20.9% | +14.0% | -34.9% | -30.9% |
| 3Y | +4.1% | +75.8% | -71.8% | -42.1% |
| 5Y | -0.9% | +57.8% | -58.7% | -37.2% |
| All | -25.1% | +85.3% | -110.5% | -63.0% |
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