+262.4%
VOYA vs VT
+215.5%
+46.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +3.8% |
| 30D | +2.3% | -5.0% | +7.3% | +8.4% |
| 3M | -2.0% | -4.9% | +2.9% | +3.6% |
| 6M | +24.3% | -1.5% | +25.9% | +25.6% |
| YTD | +35.2% | +8.5% | +26.7% | +21.6% |
| 1Y | +39.9% | +11.4% | +28.5% | +21.9% |
| 3Y | +54.0% | +70.1% | -16.1% | -18.3% |
| 5Y | +60.3% | +53.7% | +6.6% | -3.6% |
| All | +262.4% | +215.5% | +46.8% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling