-73.1%
VNCE vs VT
+224.4%
-297.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.7% | +3.3% |
| 7D | -0.1% | -0.7% | +0.6% | +1.1% |
| 30D | +21.4% | -1.7% | +23.1% | +24.4% |
| 3M | +134.4% | -2.3% | +136.7% | +142.0% |
| 6M | +225.4% | +1.5% | +223.9% | +216.9% |
| YTD | +232.6% | +12.0% | +220.6% | +185.4% |
| 1Y | +412.1% | +12.9% | +399.2% | +334.6% |
| 3Y | +1,030.8% | +74.9% | +955.9% | +428.5% |
| 5Y | +28.9% | +59.9% | -31.0% | -33.9% |
| 10Y | -73.1% | +224.6% | -297.8% | -97.0% |
| All | -73.1% | +224.4% | -297.5% | -97.0% |
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