+540.3%
VIRT vs VT
+221.8%
+318.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +10.1% | +2.4% | +7.7% | +9.3% |
| 30D | +6.9% | -1.5% | +8.4% | +7.4% |
| 3M | +4.1% | -4.1% | +8.2% | +5.4% |
| 6M | +11.7% | +0.6% | +11.1% | +11.3% |
| YTD | +80.6% | +11.0% | +69.6% | +74.9% |
| 1Y | +70.2% | +13.3% | +56.9% | +63.8% |
| 3Y | +275.1% | +73.4% | +201.7% | +224.6% |
| 5Y | +150.4% | +57.4% | +93.0% | +115.4% |
| All | +540.3% | +221.8% | +318.6% | +402.4% |
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