+313.1%
VPU vs VT
+346.0%
-32.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -0.6% | -2.3% | +1.8% | +0.8% |
| 30D | +4.7% | -5.0% | +9.6% | +7.7% |
| 3M | +0.1% | -4.9% | +5.0% | +3.0% |
| 6M | -4.5% | -1.5% | -3.0% | -4.1% |
| YTD | +2.9% | +8.5% | -5.6% | -2.8% |
| 1Y | 0.0% | +11.4% | -11.4% | -7.1% |
| 3Y | +53.2% | +70.1% | -16.9% | +9.1% |
| 5Y | +47.7% | +53.7% | -6.0% | +10.7% |
| 10Y | +143.1% | +220.0% | -76.8% | +14.9% |
| All | +313.1% | +346.0% | -32.9% | +39.4% |
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