-62.5%
VLRS vs VT
+222.7%
-285.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +0.4% | +1.2% | +0.9% |
| 30D | -18.2% | +1.0% | -19.1% | -19.3% |
| 3M | -12.0% | +2.4% | -14.3% | -14.8% |
| 6M | -10.1% | +12.0% | -22.1% | -23.9% |
| YTD | -22.9% | +15.3% | -38.2% | -37.7% |
| 1Y | +12.1% | +22.6% | -10.5% | -18.0% |
| 3Y | -29.9% | +74.7% | -104.6% | -71.2% |
| 5Y | -66.2% | +66.1% | -132.3% | -84.4% |
| All | -62.5% | +222.7% | -285.3% | -92.7% |
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 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