+325.1%
VOX vs VT
+346.0%
-20.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | +3.3% | -2.3% | +5.6% | +5.3% |
| 30D | -7.9% | -5.0% | -3.0% | -3.9% |
| 3M | -4.9% | -4.9% | 0.0% | -0.8% |
| 6M | -10.4% | -1.5% | -8.9% | -9.5% |
| YTD | -8.0% | +8.5% | -16.5% | -14.6% |
| 1Y | -2.2% | +11.4% | -13.6% | -11.2% |
| 3Y | +68.7% | +70.1% | -1.4% | +6.9% |
| 5Y | +28.8% | +53.7% | -24.9% | -10.0% |
| 10Y | +132.5% | +220.0% | -87.5% | -8.6% |
| All | +325.1% | +346.0% | -20.9% | +21.4% |
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