-97.3%
VOR vs VT
+75.6%
-172.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.2% |
| 7D | +1.0% | -2.3% | +3.3% | +4.7% |
| 30D | +5.9% | -5.0% | +10.8% | +14.6% |
| 3M | -16.1% | -4.9% | -11.2% | -9.1% |
| 6M | +25.0% | -1.5% | +26.6% | +29.5% |
| YTD | +52.0% | +8.5% | +43.5% | +36.6% |
| 1Y | +4.8% | +11.4% | -6.6% | -9.3% |
| 3Y | -45.4% | +70.1% | -115.5% | -73.4% |
| 5Y | -94.5% | +53.7% | -148.2% | -96.5% |
| All | -97.3% | +75.6% | -172.9% | -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