+47.3%
VIV vs VT
+374.2%
-326.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.4% | +0.4% | +1.9% | +2.0% |
| 30D | -4.1% | +1.0% | -5.1% | -4.8% |
| 3M | -10.5% | +2.4% | -12.9% | -12.3% |
| 6M | -24.9% | +12.0% | -36.9% | -31.5% |
| YTD | +4.1% | +15.3% | -11.3% | -7.3% |
| 1Y | +0.1% | +22.6% | -22.5% | -15.1% |
| 3Y | +64.2% | +74.7% | -10.5% | +3.5% |
| 5Y | +95.9% | +66.1% | +29.7% | +26.3% |
| 10Y | +49.7% | +225.0% | -175.3% | -45.8% |
| All | +47.3% | +374.2% | -326.8% | -61.8% |
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