-22.9%
VISN vs VT
+224.5%
-247.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.6% | +0.4% | +5.2% | +4.8% |
| 30D | -9.1% | +1.0% | -10.1% | -10.5% |
| 3M | -9.5% | +2.4% | -11.9% | -12.9% |
| 6M | +31.0% | +12.0% | +19.0% | +7.4% |
| YTD | +26.9% | +15.3% | +11.6% | -0.9% |
| 1Y | +41.5% | +22.6% | +18.9% | -0.4% |
| 3Y | +557.3% | +74.7% | +482.7% | +183.0% |
| 5Y | +46.8% | +66.1% | -19.3% | -28.1% |
| All | -22.9% | +224.5% | -247.4% | -81.8% |
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 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