-58.5%
VLRS vs VT
+215.5%
-274.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.0% |
| 7D | +23.7% | -2.3% | +26.0% | +28.4% |
| 30D | +24.9% | -5.0% | +29.8% | +35.3% |
| 3M | -1.5% | -4.9% | +3.4% | +7.0% |
| 6M | +1.0% | -1.5% | +2.6% | +4.3% |
| YTD | -10.7% | +8.5% | -19.2% | -20.5% |
| 1Y | +17.8% | +11.4% | +6.5% | +0.7% |
| 3Y | +27.3% | +70.1% | -42.8% | -46.1% |
| 5Y | -55.9% | +53.7% | -109.7% | -76.9% |
| All | -58.5% | +215.5% | -274.0% | -93.1% |
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