+475.2%
VIOV vs VT
+406.1%
+69.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.7% |
| 7D | -1.9% | -2.3% | +0.4% | +0.4% |
| 30D | +1.0% | -5.0% | +6.0% | +6.3% |
| 3M | -5.0% | -4.9% | -0.2% | -0.2% |
| 6M | +1.0% | -1.5% | +2.6% | +2.2% |
| YTD | +16.0% | +8.5% | +7.5% | +6.0% |
| 1Y | +21.5% | +11.4% | +10.1% | +8.1% |
| 3Y | +55.9% | +70.1% | -14.2% | -9.2% |
| 5Y | +28.7% | +53.7% | -25.0% | -16.9% |
| 10Y | +163.1% | +220.0% | -56.9% | -12.7% |
| All | +475.2% | +406.1% | +69.2% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling