+34.5%
VOLT vs VT
+31.9%
+2.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.8% |
| 30D | -6.9% | -1.7% | -5.2% | -4.9% |
| 3M | -11.9% | -2.3% | -9.5% | -9.3% |
| 6M | -18.5% | +1.5% | -20.0% | -19.5% |
| YTD | +16.5% | +12.0% | +4.4% | +3.6% |
| 1Y | +11.5% | +12.9% | -1.3% | -1.5% |
| All | +34.5% | +31.9% | +2.6% | +5.4% |
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