+768.4%
VLO vs VT
+215.5%
+552.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -13.3% | -2.3% | -11.0% | -11.2% |
| 30D | -18.3% | -5.0% | -13.4% | -13.9% |
| 3M | +14.3% | -4.9% | +19.2% | +20.0% |
| 6M | +47.6% | -1.5% | +49.2% | +47.6% |
| YTD | +116.0% | +8.5% | +107.5% | +89.0% |
| 1Y | +101.0% | +11.4% | +89.6% | +70.3% |
| 3Y | +199.0% | +70.1% | +128.9% | +47.7% |
| 5Y | +419.0% | +53.7% | +365.3% | +188.6% |
| All | +768.4% | +215.5% | +552.9% | +81.6% |
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