-95.6%
VNCE vs VT
+244.8%
-340.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -1.4% |
| 7D | +19.1% | -4.2% | +23.2% | +26.4% |
| 30D | +3.1% | -5.8% | +8.9% | +12.0% |
| 3M | +93.3% | -5.2% | +98.5% | +108.2% |
| 6M | +126.6% | +0.1% | +126.4% | +123.4% |
| YTD | +209.3% | +8.2% | +201.1% | +176.7% |
| 1Y | +350.7% | +10.1% | +340.6% | +293.3% |
| 3Y | +788.7% | +69.7% | +719.1% | +321.0% |
| 5Y | +21.3% | +53.4% | -32.0% | -36.5% |
| 10Y | -72.6% | +219.2% | -291.8% | -95.6% |
| All | -95.6% | +244.8% | -340.4% | -99.3% |
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