+26.4%
VNT vs VT
+118.6%
-92.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | +18.6% | -2.3% | +20.9% | +21.1% |
| 30D | +30.9% | -5.0% | +35.8% | +37.9% |
| 3M | +19.8% | -4.9% | +24.7% | +26.1% |
| 6M | +20.7% | -1.5% | +22.3% | +21.9% |
| YTD | +13.8% | +8.5% | +5.4% | +2.5% |
| 1Y | +12.0% | +11.4% | +0.7% | -2.2% |
| 3Y | +30.8% | +70.1% | -39.3% | -28.5% |
| 5Y | +27.9% | +53.7% | -25.8% | -24.9% |
| All | +26.4% | +118.6% | -92.2% | -28.9% |
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