-97.3%
VOR vs VT
+82.6%
-179.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -1.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.0% |
| 30D | +8.3% | -1.4% | +9.7% | +10.9% |
| 3M | -9.6% | -1.4% | -8.2% | -7.2% |
| 6M | +36.8% | +5.5% | +31.3% | +28.1% |
| YTD | +53.8% | +12.8% | +41.0% | +30.3% |
| 1Y | -2.1% | +15.4% | -17.6% | -19.7% |
| 3Y | -46.5% | +76.9% | -123.4% | -75.5% |
| 5Y | -94.4% | +60.4% | -154.8% | -96.7% |
| All | -97.3% | +82.6% | -179.9% | -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 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