+322.3%
VOX vs VT
+345.0%
-22.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.8% |
| 7D | +1.0% | -4.2% | +5.2% | +4.7% |
| 30D | -9.0% | -5.8% | -3.2% | -4.2% |
| 3M | -5.6% | -5.2% | -0.3% | -1.2% |
| 6M | -9.6% | +0.1% | -9.8% | -10.0% |
| YTD | -8.6% | +8.2% | -16.9% | -15.0% |
| 1Y | -3.7% | +10.1% | -13.8% | -11.7% |
| 3Y | +66.9% | +69.7% | -2.7% | +6.0% |
| 5Y | +28.0% | +53.4% | -25.4% | -10.5% |
| 10Y | +130.9% | +219.2% | -88.3% | -9.1% |
| All | +322.3% | +345.0% | -22.7% | +20.9% |
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