+219.4%
VIRT vs VT
+66.2%
+153.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | +10.6% | +1.0% | +9.6% | +10.0% |
| 3M | +25.6% | +2.4% | +23.3% | +23.6% |
| 6M | +58.2% | +12.0% | +46.2% | +47.2% |
| YTD | +96.1% | +15.3% | +80.8% | +79.0% |
| 1Y | +62.7% | +22.6% | +40.2% | +42.6% |
| 3Y | +273.5% | +74.7% | +198.8% | +164.2% |
| All | +219.4% | +66.2% | +153.2% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling