-82.1%
VIOT vs VT
+138.7%
-220.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.4% |
| 7D | +13.1% | -0.1% | +13.2% | +12.9% |
| 30D | -11.4% | -3.1% | -8.4% | -9.0% |
| 3M | +98.6% | -3.5% | +102.1% | +103.9% |
| 6M | +48.5% | +0.5% | +48.0% | +45.4% |
| YTD | -14.9% | +10.8% | -25.7% | -24.8% |
| 1Y | -44.7% | +11.9% | -56.6% | -51.6% |
| 3Y | +79.0% | +73.0% | +6.1% | -4.6% |
| 5Y | -64.9% | +58.6% | -123.5% | -78.9% |
| All | -82.1% | +138.7% | -220.8% | -92.3% |
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