+223.3%
VLT vs VT
+374.2%
-150.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -1.1% | +1.0% | -2.1% | -1.6% |
| 3M | -4.0% | +2.4% | -6.4% | -5.2% |
| 6M | -4.4% | +12.0% | -16.4% | -9.4% |
| YTD | -5.6% | +15.3% | -20.9% | -11.9% |
| 1Y | -2.4% | +22.6% | -25.0% | -11.5% |
| 3Y | +30.1% | +74.7% | -44.6% | -0.6% |
| 5Y | +9.5% | +66.1% | -56.6% | -15.1% |
| 10Y | +67.7% | +225.0% | -157.3% | -5.3% |
| All | +223.3% | +374.2% | -150.9% | +44.0% |
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