+138.9%
VLY vs VT
+374.2%
-235.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | -5.0% | +1.0% | -6.0% | -6.0% |
| 3M | +2.5% | +2.4% | +0.1% | -0.5% |
| 6M | +13.4% | +12.0% | +1.4% | -0.5% |
| YTD | +22.2% | +15.3% | +6.8% | +3.7% |
| 1Y | +36.6% | +22.6% | +14.0% | +8.6% |
| 3Y | +70.9% | +74.7% | -3.8% | -6.4% |
| 5Y | +35.6% | +66.1% | -30.6% | -20.9% |
| 10Y | +120.4% | +225.0% | -104.6% | -35.5% |
| All | +138.9% | +374.2% | -235.2% | -48.7% |
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 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