+319.4%
VPU vs VT
+357.6%
-38.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +5.7% | -2.6% | +8.3% | +7.2% |
| 3M | +1.0% | -3.2% | +4.2% | +2.8% |
| 6M | -1.0% | +0.9% | -1.9% | -2.0% |
| YTD | +4.4% | +11.3% | -6.9% | -2.8% |
| 1Y | +0.1% | +14.0% | -13.9% | -8.2% |
| 3Y | +60.2% | +75.8% | -15.7% | +11.8% |
| 5Y | +51.2% | +57.8% | -6.7% | +11.5% |
| 10Y | +148.6% | +219.8% | -71.2% | +17.5% |
| All | +319.4% | +357.6% | -38.2% | +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