+388.7%
VNOM vs VT
+217.6%
+171.1%
-87.0%
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% | +0.5% |
| 7D | -9.0% | -0.1% | -8.9% | -9.2% |
| 30D | -6.5% | -3.1% | -3.5% | -3.7% |
| 3M | -3.6% | -3.5% | -0.1% | -0.4% |
| 6M | -11.5% | +0.5% | -11.9% | -13.7% |
| YTD | +8.5% | +10.8% | -2.3% | -7.1% |
| 1Y | +12.9% | +11.9% | +1.0% | -4.7% |
| 3Y | +58.9% | +73.0% | -14.1% | -23.0% |
| 5Y | +139.4% | +58.6% | +80.8% | +28.3% |
| 10Y | +388.7% | +219.2% | +169.6% | +16.5% |
| All | +388.7% | +217.6% | +171.1% | +16.5% |
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