+805.8%
VOO vs VT
+416.8%
+389.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | -0.6% | -0.1% | -0.4% | -0.4% |
| 30D | -3.6% | -3.1% | -0.6% | -0.7% |
| 3M | -2.7% | -3.5% | +0.8% | +0.7% |
| 6M | +2.2% | +0.5% | +1.8% | +1.7% |
| YTD | +10.9% | +10.8% | +0.1% | +0.3% |
| 1Y | +11.3% | +11.9% | -0.6% | -0.3% |
| 3Y | +76.9% | +73.0% | +3.9% | +4.5% |
| 5Y | +73.5% | +58.6% | +14.9% | +11.5% |
| 10Y | +307.7% | +219.2% | +88.5% | +39.2% |
| All | +805.8% | +416.8% | +389.1% | +103.5% |
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