-71.4%
VITL vs VT
+129.1%
-200.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | -1.3% | +1.0% | -2.3% | -2.0% |
| 30D | -17.6% | -0.2% | -17.4% | -17.5% |
| 3M | +0.2% | +4.5% | -4.3% | -3.7% |
| 6M | -49.3% | +14.1% | -63.4% | -54.9% |
| YTD | -68.4% | +14.8% | -83.2% | -72.1% |
| 1Y | -78.7% | +21.2% | -99.9% | -82.1% |
| 3Y | -11.8% | +76.6% | -88.4% | -47.0% |
| 5Y | -39.4% | +66.6% | -106.0% | -61.2% |
| All | -71.4% | +129.1% | -200.5% | -89.2% |
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