-14.0%
VNM vs VT
+455.4%
-469.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.9% | -2.3% | +5.2% | +4.7% |
| 30D | +1.5% | -5.0% | +6.5% | +5.6% |
| 3M | -1.8% | -4.9% | +3.0% | +1.9% |
| 6M | -12.3% | -1.5% | -10.8% | -11.5% |
| YTD | -10.2% | +8.5% | -18.7% | -15.9% |
| 1Y | -0.9% | +11.4% | -12.3% | -9.1% |
| 3Y | +41.9% | +70.1% | -28.2% | -6.7% |
| 5Y | -10.1% | +53.7% | -63.9% | -37.1% |
| 10Y | +38.1% | +220.0% | -181.8% | -47.9% |
| All | -14.0% | +455.4% | -469.4% | -79.8% |
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