+468.5%
VOYA vs VT
+305.6%
+162.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.0% |
| 30D | +4.5% | +1.0% | +3.5% | +3.3% |
| 3M | +24.6% | +2.4% | +22.2% | +20.5% |
| 6M | +49.3% | +12.0% | +37.3% | +29.4% |
| YTD | +42.2% | +15.3% | +26.8% | +19.2% |
| 1Y | +37.3% | +22.6% | +14.8% | +6.8% |
| 3Y | +59.7% | +74.7% | -15.0% | -17.7% |
| 5Y | +78.3% | +66.1% | +12.2% | -2.2% |
| 10Y | +307.0% | +225.0% | +82.0% | +0.8% |
| All | +468.5% | +305.6% | +162.9% | +12.9% |
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