+1,645.5%
VLO vs VT
+374.2%
+1,271.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.4% | +4.8% | +4.6% |
| 30D | +22.6% | +1.0% | +21.6% | +21.1% |
| 3M | +43.8% | +2.4% | +41.4% | +38.6% |
| 6M | +65.7% | +12.0% | +53.7% | +40.3% |
| YTD | +131.1% | +15.3% | +115.8% | +88.2% |
| 1Y | +143.6% | +22.6% | +121.0% | +83.5% |
| 3Y | +201.4% | +74.7% | +126.7% | +44.2% |
| 5Y | +568.9% | +66.1% | +502.7% | +232.3% |
| 10Y | +891.8% | +225.0% | +666.8% | +122.8% |
| All | +1,645.5% | +374.2% | +1,271.3% | +199.4% |
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