+145.5%
VLY vs VT
+357.6%
-212.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -1.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.5% |
| 30D | +13.3% | -2.6% | +15.9% | +16.4% |
| 3M | -0.9% | -3.2% | +2.3% | +2.4% |
| 6M | +8.3% | +0.9% | +7.4% | +6.5% |
| YTD | +25.5% | +11.3% | +14.2% | +10.4% |
| 1Y | +33.9% | +14.0% | +19.9% | +14.7% |
| 3Y | +108.6% | +75.8% | +32.7% | +12.8% |
| 5Y | +22.8% | +57.8% | -35.1% | -24.6% |
| 10Y | +111.5% | +219.8% | -108.3% | -37.1% |
| All | +145.5% | +357.6% | -212.1% | -45.4% |
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