+396.2%
VRNS vs VT
+223.7%
+172.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -2.8% |
| 7D | +0.4% | +0.4% | +0.1% | -0.4% |
| 30D | -2.3% | -2.6% | +0.3% | +0.5% |
| 3M | +12.5% | -3.2% | +15.7% | +16.6% |
| 6M | +71.6% | +0.9% | +70.7% | +68.3% |
| YTD | +49.3% | +11.3% | +38.0% | +28.7% |
| 1Y | +43.4% | +14.0% | +29.4% | +19.9% |
| 3Y | +38.7% | +75.8% | -37.2% | -33.9% |
| 5Y | -24.4% | +57.8% | -82.2% | -57.4% |
| 10Y | +396.2% | +219.8% | +176.4% | +37.2% |
| All | +396.2% | +223.7% | +172.5% | +37.2% |
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