+199.3%
VO vs VT
+223.7%
-24.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +0.5% | -2.6% | +3.1% | +3.2% |
| 3M | -1.0% | -3.2% | +2.2% | +2.3% |
| 6M | +6.4% | +0.9% | +5.5% | +5.0% |
| YTD | +13.6% | +11.3% | +2.3% | +0.9% |
| 1Y | +14.5% | +14.0% | +0.5% | -0.9% |
| 3Y | +67.2% | +75.8% | -8.6% | -9.3% |
| 5Y | +36.1% | +57.8% | -21.8% | -16.7% |
| 10Y | +199.3% | +219.8% | -20.5% | -12.1% |
| All | +199.3% | +223.7% | -24.4% | -12.1% |
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