-2.7%
VNAM vs VT
+61.8%
-64.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +2.1% | -0.7% | +2.8% | +2.4% |
| 30D | +4.7% | -1.7% | +6.5% | +5.6% |
| 3M | +2.0% | -2.3% | +4.3% | +3.0% |
| 6M | -8.1% | +1.5% | -9.7% | -9.1% |
| YTD | -2.4% | +12.0% | -14.4% | -8.0% |
| 1Y | +13.1% | +12.9% | +0.2% | +6.2% |
| 3Y | +54.8% | +74.9% | -20.2% | +21.3% |
| All | -2.7% | +61.8% | -64.5% | -20.2% |
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