+304.1%
VOYA vs VT
+221.4%
+82.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +1.8% | +1.0% | +0.8% | +0.7% |
| 30D | +1.9% | -0.2% | +2.2% | +2.2% |
| 3M | +16.8% | +4.5% | +12.3% | +10.5% |
| 6M | +53.5% | +14.1% | +39.5% | +30.4% |
| YTD | +40.5% | +14.8% | +25.7% | +18.6% |
| 1Y | +39.1% | +21.2% | +17.9% | +9.8% |
| 3Y | +63.1% | +76.6% | -13.5% | -16.8% |
| 5Y | +77.5% | +66.6% | +10.9% | -2.6% |
| 10Y | +304.1% | +222.3% | +81.9% | +4.7% |
| All | +304.1% | +221.4% | +82.7% | +4.7% |
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 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