-58.0%
VNET vs VT
+226.2%
-284.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -21.0% | -1.6% | -19.4% | -18.9% |
| 30D | -41.9% | -2.5% | -39.4% | -39.1% |
| 3M | -58.3% | -1.3% | -57.0% | -56.9% |
| 6M | -64.3% | +3.1% | -67.4% | -65.1% |
| YTD | -64.8% | +10.9% | -75.7% | -68.8% |
| 1Y | -70.6% | +12.1% | -82.7% | -74.4% |
| 3Y | -19.5% | +73.9% | -93.4% | -60.7% |
| 5Y | -82.6% | +58.0% | -140.5% | -89.8% |
| All | -58.0% | +226.2% | -284.2% | -89.7% |
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