-12.9%
VIR vs VT
+132.4%
-145.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.6% |
| 7D | +8.1% | -2.3% | +10.4% | +10.3% |
| 30D | +6.0% | -5.0% | +10.9% | +10.7% |
| 3M | +39.3% | -4.9% | +44.2% | +45.6% |
| 6M | +18.7% | -1.5% | +20.2% | +20.7% |
| YTD | +102.5% | +8.5% | +94.0% | +92.3% |
| 1Y | +138.5% | +11.4% | +127.1% | +122.4% |
| 3Y | +41.5% | +70.1% | -28.6% | +4.3% |
| 5Y | -60.9% | +53.7% | -114.7% | -71.6% |
| All | -12.9% | +132.4% | -145.4% | -77.2% |
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