-43.6%
VRA vs VT
+217.6%
-261.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +14.6% | -0.1% | +14.7% | +15.5% |
| 30D | +56.0% | -3.1% | +59.1% | +63.5% |
| 3M | +136.6% | -3.5% | +140.1% | +149.4% |
| 6M | +93.7% | +0.5% | +93.3% | +94.8% |
| YTD | +231.4% | +10.8% | +220.6% | +190.6% |
| 1Y | +241.3% | +11.9% | +229.4% | +195.5% |
| 3Y | +10.8% | +73.0% | -62.2% | -44.1% |
| 5Y | -25.0% | +58.6% | -83.7% | -57.2% |
| 10Y | -43.6% | +219.2% | -262.8% | -80.4% |
| All | -43.6% | +217.6% | -261.2% | -80.4% |
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 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