-97.4%
VOR vs VT
+79.7%
-177.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.9% |
| 7D | -2.3% | +2.4% | -4.7% | -5.6% |
| 30D | +3.6% | -1.5% | +5.1% | +6.3% |
| 3M | -16.6% | -4.1% | -12.5% | -10.7% |
| 6M | +22.1% | +0.6% | +21.5% | +22.5% |
| YTD | +48.5% | +11.0% | +37.4% | +28.9% |
| 1Y | +99.2% | +13.3% | +85.8% | +68.5% |
| 3Y | -45.8% | +73.4% | -119.1% | -74.3% |
| 5Y | -94.5% | +57.4% | -152.0% | -96.6% |
| All | -97.4% | +79.7% | -177.1% | -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