-74.9%
VNDA vs VT
+224.4%
-299.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.7% |
| 7D | +7.0% | -0.7% | +7.7% | +7.9% |
| 30D | -8.6% | -1.7% | -6.8% | -6.8% |
| 3M | -15.8% | -2.3% | -13.5% | -13.8% |
| 6M | -33.8% | +1.5% | -35.3% | -34.7% |
| YTD | -52.9% | +12.0% | -65.0% | -57.5% |
| 1Y | -5.3% | +12.9% | -18.1% | -15.0% |
| 3Y | +21.7% | +74.9% | -53.2% | -27.0% |
| 5Y | -77.1% | +59.9% | -137.1% | -85.2% |
| 10Y | -74.9% | +224.6% | -299.5% | -91.7% |
| All | -74.9% | +224.4% | -299.3% | -91.7% |
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 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