+509.7%
VLU vs VT
+356.3%
+153.4%
-37.4%
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 | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +0.7% | +1.0% | -0.3% | -0.1% |
| 3M | +4.8% | +2.4% | +2.5% | +2.7% |
| 6M | +12.6% | +12.0% | +0.6% | +2.6% |
| YTD | +19.3% | +15.3% | +4.0% | +6.2% |
| 1Y | +25.5% | +22.6% | +2.9% | +6.4% |
| 3Y | +74.7% | +74.7% | 0.0% | +12.1% |
| 5Y | +83.9% | +66.1% | +17.7% | +22.2% |
| 10Y | +272.8% | +225.0% | +47.8% | +69.2% |
| All | +509.7% | +356.3% | +153.4% | +152.8% |
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