+147.5%
VIRT vs VT
+57.4%
+90.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.4% |
| 7D | +5.4% | +0.4% | +5.1% | +5.1% |
| 30D | -1.6% | -2.6% | +1.0% | -0.1% |
| 3M | +1.7% | -3.2% | +5.0% | +3.7% |
| 6M | +11.2% | +0.9% | +10.3% | +10.2% |
| YTD | +72.3% | +11.3% | +61.0% | +60.3% |
| 1Y | +62.2% | +14.0% | +48.2% | +48.6% |
| 3Y | +255.1% | +75.8% | +179.3% | +148.9% |
| 5Y | +147.5% | +57.8% | +89.7% | +75.1% |
| All | +147.5% | +57.4% | +90.2% | +75.1% |
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 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