+7.8%
VIPS vs VT
+224.4%
-216.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.8% |
| 7D | -4.4% | -0.7% | -3.7% | -4.0% |
| 30D | +2.4% | -1.7% | +4.2% | +3.9% |
| 3M | -12.1% | -2.3% | -9.8% | -10.5% |
| 6M | -10.0% | +1.5% | -11.6% | -12.3% |
| YTD | -22.5% | +12.0% | -34.5% | -31.9% |
| 1Y | -30.9% | +12.9% | -43.8% | -39.8% |
| 3Y | +2.1% | +74.9% | -72.8% | -44.4% |
| 5Y | +17.2% | +59.9% | -42.7% | -28.8% |
| 10Y | +7.8% | +224.6% | -216.8% | -69.1% |
| All | +7.8% | +224.4% | -216.6% | -69.1% |
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