+578.1%
VIS vs VT
+356.1%
+222.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.3% | -1.6% | +3.9% | +3.9% |
| 30D | +0.6% | -2.5% | +3.1% | +3.1% |
| 3M | -6.4% | -1.3% | -5.1% | -5.2% |
| 6M | -2.2% | +3.1% | -5.3% | -5.1% |
| YTD | +10.9% | +10.9% | -0.1% | +0.2% |
| 1Y | +10.9% | +12.1% | -1.2% | -0.8% |
| 3Y | +75.0% | +73.9% | +1.1% | +2.1% |
| 5Y | +72.7% | +58.0% | +14.7% | +10.5% |
| 10Y | +256.0% | +225.5% | +30.5% | +16.1% |
| All | +578.1% | +356.1% | +222.0% | +63.9% |
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