+29.3%
VNDA vs VT
+374.2%
-344.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +6.7% | +1.0% | +5.7% | +6.0% |
| 3M | -13.1% | +2.4% | -15.5% | -14.5% |
| 6M | -33.8% | +12.0% | -45.8% | -38.2% |
| YTD | -38.4% | +15.3% | -53.8% | -43.6% |
| 1Y | +17.0% | +22.6% | -5.6% | +3.5% |
| 3Y | +6.3% | +74.7% | -68.4% | -23.9% |
| 5Y | -67.6% | +66.1% | -133.7% | -76.2% |
| 10Y | -65.1% | +225.0% | -290.1% | -81.7% |
| All | +29.3% | +374.2% | -344.9% | +23.8% |
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