+42.6%
VNM vs VT
+217.6%
-175.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +4.0% | -0.1% | +4.2% | +4.1% |
| 30D | +2.4% | -3.1% | +5.5% | +4.7% |
| 3M | -2.9% | -3.5% | +0.6% | -0.5% |
| 6M | -13.4% | +0.5% | -13.9% | -13.9% |
| YTD | -10.3% | +10.8% | -21.1% | -17.0% |
| 1Y | +2.7% | +11.9% | -9.2% | -5.7% |
| 3Y | +37.2% | +73.0% | -35.8% | -8.8% |
| 5Y | -10.9% | +58.6% | -69.5% | -37.3% |
| 10Y | +42.6% | +219.2% | -176.6% | -41.0% |
| All | +42.6% | +217.6% | -175.0% | -41.0% |
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