+12.0%
VNO vs VT
+346.0%
-334.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | +3.7% | -2.3% | +6.0% | +6.7% |
| 30D | +6.0% | -5.0% | +11.0% | +12.8% |
| 3M | -8.0% | -4.9% | -3.1% | -2.2% |
| 6M | +13.5% | -1.5% | +15.0% | +15.0% |
| YTD | +7.6% | +8.5% | -0.9% | -3.4% |
| 1Y | +2.8% | +11.4% | -8.6% | -10.8% |
| 3Y | +64.4% | +70.1% | -5.7% | -13.4% |
| 5Y | -7.9% | +53.7% | -61.7% | -44.1% |
| 10Y | -26.5% | +220.0% | -246.5% | -81.7% |
| All | +12.0% | +346.0% | -334.0% | -80.7% |
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 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