-71.2%
VNCE vs VT
+215.5%
-286.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.2% |
| 7D | +18.8% | -2.3% | +21.2% | +22.8% |
| 30D | -5.1% | -5.0% | -0.1% | +1.6% |
| 3M | +84.8% | -4.9% | +89.7% | +97.6% |
| 6M | +154.6% | -1.5% | +156.2% | +158.0% |
| YTD | +210.8% | +8.5% | +202.3% | +178.3% |
| 1Y | +384.0% | +11.4% | +372.6% | +317.8% |
| 3Y | +812.2% | +70.1% | +742.2% | +342.6% |
| 5Y | +21.9% | +53.7% | -31.8% | -33.9% |
| All | -71.2% | +215.5% | -286.7% | -96.1% |
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 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