+146.9%
VLY vs VT
+357.8%
-211.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | +2.3% | +2.9% | -0.6% | -0.9% |
| 30D | +14.8% | -2.5% | +17.3% | +17.7% |
| 3M | -2.9% | -3.3% | +0.4% | +0.4% |
| 6M | +11.0% | +1.5% | +9.4% | +8.4% |
| YTD | +26.2% | +11.4% | +14.9% | +10.9% |
| 1Y | +34.3% | +11.9% | +22.4% | +17.4% |
| 3Y | +108.4% | +73.9% | +34.5% | +14.1% |
| 5Y | +24.1% | +57.9% | -33.8% | -23.8% |
| 10Y | +99.5% | +222.6% | -123.1% | -41.2% |
| All | +146.9% | +357.8% | -211.0% | -45.1% |
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