-66.1%
VNET vs VT
+344.8%
-410.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.7% | +0.4% | -3.2% | -3.4% |
| 30D | -11.9% | +1.0% | -12.9% | -12.8% |
| 3M | -34.4% | +2.4% | -36.8% | -36.0% |
| 6M | -37.9% | +12.0% | -49.9% | -46.3% |
| YTD | -24.7% | +15.3% | -40.0% | -36.8% |
| 1Y | -16.6% | +22.6% | -39.2% | -35.1% |
| 3Y | +76.0% | +74.7% | +1.3% | -10.7% |
| 5Y | -70.8% | +66.1% | -136.9% | -83.4% |
| 10Y | -32.0% | +225.0% | -257.0% | -81.9% |
| All | -66.1% | +344.8% | -410.9% | -92.9% |
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