+117.9%
VLY vs VT
+222.7%
-104.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -0.4% | -0.1% | -0.2% | -0.2% |
| 30D | -6.1% | -0.7% | -5.4% | -5.3% |
| 3M | -1.7% | +4.0% | -5.7% | -6.5% |
| 6M | +16.9% | +12.3% | +4.6% | +1.0% |
| YTD | +19.8% | +14.0% | +5.8% | +1.5% |
| 1Y | +33.1% | +20.3% | +12.8% | +5.8% |
| 3Y | +73.5% | +75.4% | -2.0% | -10.9% |
| 5Y | +37.1% | +66.0% | -28.9% | -24.2% |
| 10Y | +117.9% | +228.2% | -110.3% | -42.3% |
| All | +117.9% | +222.7% | -104.7% | -42.3% |
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