+179.1%
VPL vs VT
+345.0%
-165.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -2.5% |
| 7D | -7.7% | -4.2% | -3.5% | -4.0% |
| 30D | -12.7% | -5.8% | -6.9% | -7.8% |
| 3M | -9.2% | -5.2% | -3.9% | -4.5% |
| 6M | -5.8% | +0.1% | -5.9% | -5.2% |
| YTD | +13.6% | +8.2% | +5.3% | +7.1% |
| 1Y | +15.6% | +10.1% | +5.5% | +7.4% |
| 3Y | +64.5% | +69.7% | -5.1% | +4.5% |
| 5Y | +45.6% | +53.4% | -7.8% | +0.4% |
| 10Y | +130.5% | +219.2% | -88.7% | -17.8% |
| All | +179.1% | +345.0% | -165.9% | -29.6% |
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