+51.9%
VLTO vs VT
+75.0%
-23.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +1.9% |
| 7D | +12.0% | -4.2% | +16.2% | +14.6% |
| 30D | +20.8% | -5.8% | +26.6% | +24.9% |
| 3M | +20.1% | -5.2% | +25.4% | +23.6% |
| 6M | +32.6% | +0.1% | +32.5% | +30.7% |
| YTD | +17.3% | +8.2% | +9.1% | +8.7% |
| 1Y | +17.3% | +10.1% | +7.2% | +7.2% |
| 3Y | +66.9% | +69.7% | -2.8% | -2.4% |
| All | +51.9% | +75.0% | -23.2% | -14.7% |
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