+180.1%
VNOM vs VT
+239.1%
-59.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.5% | +0.4% | 0.0% | -0.1% |
| 30D | +8.9% | +1.0% | +7.9% | +7.6% |
| 3M | -2.7% | +2.4% | -5.1% | -6.0% |
| 6M | +3.7% | +12.0% | -8.3% | -10.7% |
| YTD | +19.8% | +15.3% | +4.5% | -0.3% |
| 1Y | +20.4% | +22.6% | -2.2% | -6.9% |
| 3Y | +86.6% | +74.7% | +12.0% | -5.6% |
| 5Y | +220.3% | +66.1% | +154.2% | +70.2% |
| 10Y | +399.7% | +225.0% | +174.7% | +38.5% |
| All | +180.1% | +239.1% | -59.1% | -26.0% |
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 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