-5.6%
VOC vs VT
+336.9%
-342.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | -11.5% | -0.3% | -11.2% | -11.3% |
| 30D | -7.9% | -1.4% | -6.4% | -6.9% |
| 3M | +4.4% | -1.4% | +5.7% | +5.3% |
| 6M | +5.6% | +5.5% | +0.1% | +0.9% |
| YTD | +35.0% | +12.8% | +22.2% | +21.6% |
| 1Y | +25.7% | +15.4% | +10.3% | +11.1% |
| 3Y | -44.7% | +76.9% | -121.6% | -65.1% |
| 5Y | +27.4% | +60.4% | -33.0% | -14.5% |
| 10Y | +277.2% | +232.8% | +44.4% | +49.0% |
| All | -5.6% | +336.9% | -342.5% | -69.7% |
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