+408.9%
VLUE vs VT
+292.9%
+116.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -1.6% |
| 7D | -8.0% | -4.2% | -3.8% | -3.9% |
| 30D | -9.1% | -5.8% | -3.3% | -3.4% |
| 3M | -7.3% | -5.2% | -2.1% | -2.1% |
| 6M | +5.5% | +0.1% | +5.4% | +5.7% |
| YTD | +34.8% | +8.2% | +26.6% | +24.9% |
| 1Y | +42.4% | +10.1% | +32.3% | +29.7% |
| 3Y | +113.6% | +69.7% | +43.9% | +25.7% |
| 5Y | +94.5% | +53.4% | +41.2% | +26.5% |
| 10Y | +271.1% | +219.2% | +51.9% | +21.7% |
| All | +408.9% | +292.9% | +116.0% | +49.4% |
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