+221.9%
VPL vs VT
+374.2%
-152.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.3% |
| 30D | +4.7% | +1.0% | +3.8% | +3.9% |
| 3M | +1.5% | +2.4% | -0.8% | -0.1% |
| 6M | +14.9% | +12.0% | +2.9% | +4.7% |
| YTD | +31.0% | +15.3% | +15.7% | +16.4% |
| 1Y | +42.0% | +22.6% | +19.4% | +19.6% |
| 3Y | +86.5% | +74.7% | +11.8% | +15.1% |
| 5Y | +63.0% | +66.1% | -3.1% | +4.4% |
| 10Y | +162.8% | +225.0% | -62.2% | -8.0% |
| All | +221.9% | +374.2% | -152.3% | -23.5% |
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