+78.6%
VNQ vs VT
+222.7%
-144.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +0.2% | +2.9% | -2.7% | -2.3% |
| 30D | +5.8% | -2.5% | +8.3% | +8.0% |
| 3M | 0.0% | -3.3% | +3.3% | +2.7% |
| 6M | +1.5% | +1.5% | 0.0% | -0.6% |
| YTD | +12.1% | +11.4% | +0.7% | +0.7% |
| 1Y | +10.6% | +11.9% | -1.3% | -1.2% |
| 3Y | +43.5% | +73.9% | -30.3% | -15.6% |
| 5Y | +6.8% | +57.9% | -51.1% | -31.4% |
| All | +78.6% | +222.7% | -144.1% | -37.3% |
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