-97.5%
VOR vs VT
+75.2%
-172.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -1.2% |
| 7D | -10.8% | -4.2% | -6.6% | -4.7% |
| 30D | +1.9% | -5.8% | +7.7% | +11.7% |
| 3M | -16.2% | -5.2% | -11.0% | -8.7% |
| 6M | +20.2% | +0.1% | +20.1% | +21.6% |
| YTD | +42.7% | +8.2% | +34.4% | +28.6% |
| 1Y | -10.8% | +10.1% | -20.9% | -21.4% |
| 3Y | -50.4% | +69.7% | -120.0% | -75.8% |
| 5Y | -94.8% | +53.4% | -148.2% | -96.7% |
| All | -97.5% | +75.2% | -172.7% | -98.9% |
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 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