-97.8%
VNCE vs VT
+267.4%
-365.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +42.5% | +2.4% | +40.2% | +37.6% |
| 6M | +123.0% | +12.0% | +111.0% | +89.9% |
| YTD | +56.9% | +15.3% | +41.5% | +28.8% |
| 1Y | +315.6% | +22.6% | +293.0% | +215.4% |
| 3Y | +184.4% | +74.7% | +109.8% | +29.8% |
| 5Y | -8.6% | +66.1% | -74.7% | -57.4% |
| 10Y | -90.7% | +225.0% | -315.7% | -98.5% |
| All | -97.8% | +267.4% | -365.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling