+353.1%
VOX vs VT
+374.2%
-21.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | +1.3% | +1.0% | +0.3% | +0.5% |
| 3M | -1.4% | +2.4% | -3.8% | -3.6% |
| 6M | -2.1% | +12.0% | -14.1% | -11.4% |
| YTD | -2.0% | +15.3% | -17.3% | -13.6% |
| 1Y | +3.3% | +22.6% | -19.3% | -13.6% |
| 3Y | +79.3% | +74.7% | +4.6% | +11.2% |
| 5Y | +32.7% | +66.1% | -33.4% | -13.2% |
| 10Y | +130.5% | +225.0% | -94.5% | -10.9% |
| All | +353.1% | +374.2% | -21.1% | +22.9% |
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