+155.2%
VPU vs VT
+222.7%
-67.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +1.3% | +2.9% | -1.5% | -0.4% |
| 30D | +4.7% | -2.5% | +7.2% | +6.1% |
| 3M | +0.6% | -3.3% | +3.9% | +2.5% |
| 6M | -1.9% | +1.5% | -3.5% | -3.4% |
| YTD | +4.5% | +11.4% | -6.9% | -3.2% |
| 1Y | 0.0% | +11.9% | -12.0% | -7.7% |
| 3Y | +59.5% | +73.9% | -14.3% | +9.0% |
| 5Y | +50.9% | +57.9% | -7.0% | +8.9% |
| All | +155.2% | +222.7% | -67.5% | +6.8% |
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