-100.0%
VRAX vs VT
+92.7%
-192.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.6% | -13.0% | -13.2% |
| 7D | -35.5% | +0.4% | -35.8% | -36.0% |
| 30D | -62.0% | -2.6% | -59.4% | -60.9% |
| 3M | -76.2% | -3.2% | -72.9% | -75.4% |
| 6M | -83.4% | +0.9% | -84.3% | -83.8% |
| YTD | -91.8% | +11.3% | -103.1% | -92.7% |
| 1Y | -94.1% | +14.0% | -108.1% | -94.9% |
| 3Y | -98.9% | +75.8% | -174.7% | -99.3% |
| All | -100.0% | +92.7% | -192.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling