+29.6%
VISN vs VT
+245.3%
-215.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.1% | -4.1% | -12.0% | -9.4% |
| 7D | -19.2% | -4.2% | -15.0% | -12.8% |
| 30D | -12.1% | -5.8% | -6.3% | -2.3% |
| 3M | -23.2% | -5.2% | -18.0% | -15.6% |
| 6M | -22.8% | +0.1% | -22.9% | -22.3% |
| YTD | +7.2% | +8.2% | -1.1% | -5.0% |
| 1Y | +17.1% | +10.1% | +7.0% | +1.3% |
| 3Y | +1,092.0% | +69.7% | +1,022.4% | +479.1% |
| 5Y | +89.9% | +53.4% | +36.6% | +11.8% |
| 10Y | -39.6% | +219.2% | -258.8% | -84.4% |
| All | +29.6% | +245.3% | -215.6% | -68.6% |
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