+40.8%
VNM vs VT
+221.8%
-180.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.2% | +2.4% | -3.5% | -2.9% |
| 30D | +3.3% | -1.5% | +4.8% | +4.4% |
| 3M | -3.4% | -4.1% | +0.8% | -0.5% |
| 6M | -12.1% | +0.6% | -12.6% | -12.7% |
| YTD | -11.3% | +11.0% | -22.3% | -18.1% |
| 1Y | -2.6% | +13.3% | -16.0% | -11.4% |
| 3Y | +36.4% | +73.4% | -37.0% | -9.5% |
| 5Y | -12.4% | +57.4% | -69.9% | -38.0% |
| All | +40.8% | +221.8% | -180.9% | -42.5% |
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