+521.0%
VONV vs VT
+422.6%
+98.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | +0.6% | +1.0% | -0.4% | -0.3% |
| 3M | +7.3% | +2.4% | +4.9% | +4.9% |
| 6M | +16.3% | +12.0% | +4.3% | +4.7% |
| YTD | +23.5% | +15.3% | +8.1% | +8.1% |
| 1Y | +29.7% | +22.6% | +7.1% | +7.5% |
| 3Y | +71.3% | +74.7% | -3.4% | +2.4% |
| 5Y | +74.5% | +66.1% | +8.4% | +8.7% |
| 10Y | +201.6% | +225.0% | -23.4% | +3.4% |
| All | +521.0% | +422.6% | +98.4% | +43.7% |
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