+536.6%
VOE vs VT
+346.0%
+190.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -2.0% | -2.3% | +0.3% | +0.1% |
| 30D | +3.9% | -5.0% | +8.9% | +8.9% |
| 3M | +0.6% | -4.9% | +5.5% | +5.3% |
| 6M | +7.7% | -1.5% | +9.3% | +8.6% |
| YTD | +18.4% | +8.5% | +9.9% | +8.4% |
| 1Y | +22.9% | +11.4% | +11.6% | +9.7% |
| 3Y | +68.6% | +70.1% | -1.5% | -1.1% |
| 5Y | +54.9% | +53.7% | +1.2% | -0.1% |
| 10Y | +189.4% | +220.0% | -30.6% | -7.3% |
| All | +536.6% | +346.0% | +190.6% | +47.0% |
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