+287.7%
VIRT vs VT
+204.1%
+83.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.9% |
| 7D | -0.5% | -4.2% | +3.7% | +0.7% |
| 30D | -12.4% | -5.8% | -6.6% | -11.0% |
| 3M | -7.4% | -5.2% | -2.1% | -5.9% |
| 6M | +7.5% | +0.1% | +7.4% | +7.3% |
| YTD | +64.2% | +8.2% | +56.0% | +60.2% |
| 1Y | +60.3% | +10.1% | +50.2% | +55.6% |
| 3Y | +227.6% | +69.7% | +158.0% | +184.9% |
| 5Y | +130.5% | +53.4% | +77.2% | +100.8% |
| 10Y | +515.5% | +219.2% | +296.3% | +369.3% |
| All | +287.7% | +204.1% | +83.6% | +186.8% |
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 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