+44.5%
VIV vs VT
+345.0%
-300.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +3.3% |
| 7D | -1.0% | -4.2% | +3.1% | +2.2% |
| 30D | -10.0% | -5.8% | -4.2% | -5.9% |
| 3M | -5.9% | -5.2% | -0.7% | -2.1% |
| 6M | -25.8% | +0.1% | -25.9% | -26.2% |
| YTD | +2.1% | +8.2% | -6.2% | -4.6% |
| 1Y | -3.9% | +10.1% | -14.0% | -11.4% |
| 3Y | +40.2% | +69.7% | -29.5% | -9.9% |
| 5Y | +71.2% | +53.4% | +17.9% | +17.4% |
| 10Y | +60.5% | +219.2% | -158.7% | -41.4% |
| All | +44.5% | +345.0% | -300.5% | -60.7% |
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