+506.5%
VIRT vs VT
+223.7%
+282.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.2% |
| 7D | +5.4% | +0.4% | +5.1% | +5.3% |
| 30D | -1.6% | -2.6% | +1.0% | -0.9% |
| 3M | +1.7% | -3.2% | +5.0% | +2.7% |
| 6M | +11.2% | +0.9% | +10.3% | +10.8% |
| YTD | +72.3% | +11.3% | +61.0% | +66.7% |
| 1Y | +62.2% | +14.0% | +48.2% | +55.8% |
| 3Y | +255.1% | +75.8% | +179.3% | +206.3% |
| 5Y | +147.5% | +57.8% | +89.7% | +112.8% |
| 10Y | +506.5% | +219.8% | +286.7% | +364.4% |
| All | +506.5% | +223.7% | +282.8% | +364.4% |
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