-1.5%
VOC vs VT
+346.6%
-348.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +11.5% | +1.0% | +10.6% | +10.7% |
| 3M | +20.6% | +2.4% | +18.2% | +18.1% |
| 6M | +10.2% | +12.0% | -1.8% | 0.0% |
| YTD | +40.9% | +15.3% | +25.6% | +25.1% |
| 1Y | +46.0% | +22.6% | +23.5% | +23.4% |
| 3Y | -41.2% | +74.7% | -115.9% | -62.5% |
| 5Y | +58.5% | +66.1% | -7.7% | +3.5% |
| 10Y | +302.2% | +225.0% | +77.2% | +61.5% |
| All | -1.5% | +346.6% | -348.1% | -68.9% |
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