-86.8%
VIOT vs VT
+145.7%
-232.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -39.3% | -0.1% | -39.2% | -39.4% |
| 30D | +45.9% | -0.7% | +46.6% | +46.9% |
| 3M | +17.4% | +4.0% | +13.4% | +11.9% |
| 6M | -12.2% | +12.3% | -24.5% | -22.6% |
| YTD | -37.5% | +14.0% | -51.5% | -45.8% |
| 1Y | -65.6% | +20.3% | -85.9% | -71.7% |
| 3Y | +27.3% | +75.4% | -48.1% | -32.4% |
| 5Y | -76.3% | +66.0% | -142.3% | -86.3% |
| All | -86.8% | +145.7% | -232.5% | -94.4% |
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