-51.3%
VLRS vs VT
+223.7%
-275.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +1.4% |
| 7D | +22.3% | +0.4% | +22.0% | +21.6% |
| 30D | +34.5% | -2.6% | +37.1% | +40.2% |
| 3M | +2.6% | -3.2% | +5.8% | +8.4% |
| 6M | +9.1% | +0.9% | +8.2% | +8.3% |
| YTD | -5.6% | +11.3% | -16.9% | -19.4% |
| 1Y | +26.4% | +14.0% | +12.4% | +4.0% |
| 3Y | +33.9% | +75.8% | -42.0% | -46.3% |
| 5Y | -55.4% | +57.8% | -113.2% | -77.6% |
| 10Y | -51.3% | +219.8% | -271.1% | -91.9% |
| All | -51.3% | +223.7% | -275.0% | -91.9% |
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