+54.2%
VIRC vs VT
+363.9%
-309.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -8.5% | -1.4% | -7.1% | -8.2% |
| 3M | +2.0% | -1.4% | +3.4% | +2.5% |
| 6M | +4.3% | +5.5% | -1.1% | +2.6% |
| YTD | -1.6% | +12.8% | -14.4% | -5.2% |
| 1Y | -10.0% | +15.4% | -25.4% | -13.9% |
| 3Y | +6.0% | +76.9% | -70.8% | -8.9% |
| 5Y | +91.8% | +60.4% | +31.4% | +67.7% |
| 10Y | +55.6% | +232.8% | -177.2% | +18.4% |
| All | +54.2% | +363.9% | -309.7% | +22.1% |
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 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