-26.3%
VLRS vs VT
+75.0%
-101.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.0% |
| 30D | -18.2% | +1.0% | -19.1% | -19.3% |
| 3M | -12.0% | +2.4% | -14.3% | -14.7% |
| 6M | -10.1% | +12.0% | -22.1% | -23.2% |
| YTD | -22.9% | +15.3% | -38.2% | -36.8% |
| 1Y | +12.1% | +22.6% | -10.5% | -15.5% |
| All | -26.3% | +75.0% | -101.3% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling