+214.2%
VRNS vs VT
+254.8%
-40.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | +0.4% | +4.5% | +4.4% |
| 30D | +6.2% | +1.0% | +5.2% | +5.0% |
| 3M | +38.6% | +2.4% | +36.2% | +34.2% |
| 6M | +96.2% | +12.0% | +84.2% | +67.0% |
| YTD | +40.5% | +15.3% | +25.2% | +15.3% |
| 1Y | -17.3% | +22.6% | -39.9% | -37.4% |
| 3Y | +43.0% | +74.7% | -31.7% | -33.7% |
| 5Y | -37.0% | +66.1% | -103.1% | -67.6% |
| 10Y | +357.7% | +225.0% | +132.7% | -8.8% |
| All | +214.2% | +254.8% | -40.5% | -51.1% |
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 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