-2.9%
VNDA vs VT
+355.4%
-358.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | +8.8% | -0.1% | +8.9% | +9.1% |
| 30D | -10.7% | -3.1% | -7.7% | -8.7% |
| 3M | -18.7% | -3.5% | -15.2% | -16.7% |
| 6M | -35.0% | +0.5% | -35.5% | -35.1% |
| YTD | -53.7% | +10.8% | -64.5% | -56.4% |
| 1Y | -7.7% | +11.9% | -19.6% | -13.6% |
| 3Y | +19.6% | +73.0% | -53.3% | -13.6% |
| 5Y | -77.1% | +58.6% | -135.7% | -82.7% |
| 10Y | -75.3% | +219.2% | -294.5% | -86.9% |
| All | -2.9% | +355.4% | -358.3% | -4.3% |
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