-96.7%
VOR vs VT
+86.7%
-183.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.4% |
| 7D | +10.6% | +0.4% | +10.1% | +9.9% |
| 30D | +12.5% | +1.0% | +11.5% | +10.9% |
| 3M | +74.9% | +2.4% | +72.5% | +69.9% |
| 6M | +66.4% | +12.0% | +54.4% | +42.3% |
| YTD | +91.5% | +15.3% | +76.2% | +56.3% |
| 1Y | -35.1% | +22.6% | -57.7% | -51.4% |
| 3Y | -53.1% | +74.7% | -127.8% | -78.3% |
| 5Y | -91.9% | +66.1% | -158.1% | -95.4% |
| All | -96.7% | +86.7% | -183.3% | -98.7% |
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