-100.0%
VIVS vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.1% | +14.2% | +14.0% |
| 7D | 0.0% | -0.7% | +0.7% | +1.1% |
| 30D | -11.8% | -1.7% | -10.0% | -9.2% |
| 3M | -57.1% | -2.3% | -54.8% | -55.6% |
| 6M | -89.1% | +1.5% | -90.6% | -89.0% |
| YTD | -91.7% | +12.0% | -103.8% | -92.6% |
| 1Y | -93.5% | +12.9% | -106.4% | -94.2% |
| 3Y | -99.1% | +74.9% | -174.0% | -99.5% |
| 5Y | -99.8% | +59.9% | -159.7% | -99.9% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +224.4% | -324.3% | -100.0% |
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