-39.8%
VISN vs VT
+221.8%
-261.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.3% | +6.5% |
| 7D | +6.1% | +2.4% | +3.8% | +1.8% |
| 30D | -1.2% | -1.5% | +0.4% | +2.2% |
| 3M | -9.9% | -4.1% | -5.7% | -2.5% |
| 6M | -11.1% | +0.6% | -11.7% | -11.2% |
| YTD | +15.6% | +11.0% | +4.6% | -3.2% |
| 1Y | +25.3% | +13.3% | +12.0% | +1.4% |
| 3Y | +1,419.2% | +73.4% | +1,345.8% | +568.6% |
| 5Y | +107.0% | +57.4% | +49.5% | +10.4% |
| All | -39.8% | +221.8% | -261.6% | -85.4% |
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