-47.6%
VRA vs VT
+215.5%
-263.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | +6.8% | -2.3% | +9.1% | +10.4% |
| 30D | +41.6% | -5.0% | +46.5% | +51.7% |
| 3M | +108.6% | -4.9% | +113.5% | +123.4% |
| 6M | +70.3% | -1.5% | +71.8% | +75.2% |
| YTD | +191.3% | +8.5% | +182.8% | +161.7% |
| 1Y | +200.0% | +11.4% | +188.6% | +160.4% |
| 3Y | -6.6% | +70.1% | -76.7% | -52.0% |
| 5Y | -33.5% | +53.7% | -87.2% | -60.6% |
| All | -47.6% | +215.5% | -263.2% | -82.1% |
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