-3.5%
VNAM vs VT
+60.8%
-64.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.4% | +2.9% | -0.5% | +0.9% |
| 30D | +4.6% | -2.5% | +7.1% | +5.9% |
| 3M | +0.5% | -3.3% | +3.8% | +2.1% |
| 6M | -8.0% | +1.5% | -9.6% | -9.0% |
| YTD | -3.2% | +11.4% | -14.5% | -8.5% |
| 1Y | +9.2% | +11.9% | -2.7% | +3.0% |
| 3Y | +53.5% | +73.9% | -20.4% | +20.7% |
| All | -3.5% | +60.8% | -64.3% | -20.6% |
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