-73.0%
VITL vs VT
+116.5%
-189.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +9.8% | -2.3% | +12.1% | +12.1% |
| 30D | +3.0% | -5.0% | +8.0% | +7.3% |
| 3M | -23.9% | -4.9% | -19.0% | -20.7% |
| 6M | -20.7% | -1.5% | -19.1% | -20.0% |
| YTD | -70.2% | +8.5% | -78.7% | -72.4% |
| 1Y | -73.2% | +11.4% | -84.5% | -75.7% |
| 3Y | -21.2% | +70.1% | -91.3% | -51.1% |
| 5Y | -42.5% | +53.7% | -96.3% | -60.6% |
| All | -73.0% | +116.5% | -189.5% | -89.3% |
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