+401.4%
VRNS vs VT
+215.5%
+185.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -0.1% | -2.3% | +2.2% | +2.5% |
| 30D | -0.3% | -5.0% | +4.6% | +5.7% |
| 3M | +15.0% | -4.9% | +19.9% | +21.8% |
| 6M | +76.7% | -1.5% | +78.3% | +78.7% |
| YTD | +48.8% | +8.5% | +40.3% | +32.4% |
| 1Y | +43.1% | +11.4% | +31.7% | +23.2% |
| 3Y | +43.7% | +70.1% | -26.4% | -28.6% |
| 5Y | -21.6% | +53.7% | -75.3% | -54.4% |
| All | +401.4% | +215.5% | +185.8% | +41.6% |
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