+158.8%
VPV vs VT
+345.0%
-186.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +1.0% |
| 7D | +1.8% | -4.2% | +6.0% | +2.6% |
| 30D | +1.3% | -5.8% | +7.1% | +2.4% |
| 3M | +2.9% | -5.2% | +8.1% | +3.8% |
| 6M | +3.1% | +0.1% | +3.0% | +3.0% |
| YTD | +12.0% | +8.2% | +3.7% | +10.4% |
| 1Y | +11.1% | +10.1% | +0.9% | +9.1% |
| 3Y | +50.2% | +69.7% | -19.5% | +36.7% |
| 5Y | +10.3% | +53.4% | -43.1% | +1.7% |
| 10Y | +47.7% | +219.2% | -171.5% | +20.2% |
| All | +158.8% | +345.0% | -186.2% | +95.8% |
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 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