+48.7%
VPV vs VT
+215.5%
-166.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | +3.6% | -5.0% | +8.6% | +4.8% |
| 3M | +3.3% | -4.9% | +8.2% | +4.5% |
| 6M | +2.7% | -1.5% | +4.2% | +3.0% |
| YTD | +12.5% | +8.5% | +4.0% | +10.1% |
| 1Y | +11.6% | +11.4% | +0.2% | +8.5% |
| 3Y | +51.3% | +70.1% | -18.7% | +32.2% |
| 5Y | +10.8% | +53.7% | -42.9% | -1.2% |
| All | +48.7% | +215.5% | -166.8% | +3.0% |
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