-18.8%
VIR vs VT
+147.1%
-165.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +25.0% | +1.0% | +24.0% | +24.0% |
| 3M | +24.4% | +2.4% | +22.0% | +22.0% |
| 6M | +19.1% | +12.0% | +7.1% | +9.2% |
| YTD | +88.8% | +15.3% | +73.5% | +70.1% |
| 1Y | +121.5% | +22.6% | +98.9% | +91.6% |
| 3Y | -9.0% | +74.7% | -83.7% | -35.2% |
| 5Y | -76.7% | +66.1% | -142.9% | -83.9% |
| All | -18.8% | +147.1% | -165.9% | -79.8% |
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