-90.4%
VNCE vs VT
+222.7%
-313.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.3% | +0.4% | -15.8% | -15.8% |
| 30D | -2.0% | +1.0% | -3.0% | -3.0% |
| 3M | +42.5% | +2.4% | +40.2% | +37.8% |
| 6M | +123.0% | +12.0% | +111.0% | +91.1% |
| YTD | +56.9% | +15.3% | +41.5% | +29.9% |
| 1Y | +315.6% | +22.6% | +293.0% | +219.1% |
| 3Y | +184.4% | +74.7% | +109.8% | +34.2% |
| 5Y | -8.6% | +66.1% | -74.7% | -55.4% |
| All | -90.4% | +222.7% | -313.2% | -98.4% |
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 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