-50.9%
VOR vs VT
+75.0%
-125.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.4% |
| 7D | +10.6% | +0.4% | +10.1% | +9.8% |
| 30D | +12.5% | +1.0% | +11.5% | +10.8% |
| 3M | +74.9% | +2.4% | +72.5% | +69.5% |
| 6M | +66.4% | +12.0% | +54.4% | +41.1% |
| YTD | +91.5% | +15.3% | +76.2% | +54.6% |
| 1Y | -35.1% | +22.6% | -57.7% | -52.1% |
| All | -50.9% | +75.0% | -125.9% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling