+232.2%
VRNS vs VT
+232.9%
-0.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +5.1% |
| 7D | -0.2% | -4.2% | +4.0% | +5.1% |
| 30D | -0.7% | -5.8% | +5.1% | +6.9% |
| 3M | +12.3% | -5.2% | +17.5% | +19.9% |
| 6M | +77.8% | +0.1% | +77.7% | +75.7% |
| YTD | +48.6% | +8.2% | +40.3% | +31.6% |
| 1Y | +39.2% | +10.1% | +29.1% | +20.5% |
| 3Y | +41.7% | +69.7% | -28.0% | -32.4% |
| 5Y | -21.7% | +53.4% | -75.1% | -55.6% |
| 10Y | +406.7% | +219.2% | +187.5% | +0.8% |
| All | +232.2% | +232.9% | -0.7% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling