+542.8%
VRT vs VT
+53.2%
+489.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -4.8% |
| 7D | -28.1% | -4.2% | -24.0% | -20.7% |
| 30D | -30.2% | -5.8% | -24.4% | -19.5% |
| 3M | -36.4% | -5.2% | -31.2% | -27.4% |
| 6M | -48.2% | +0.1% | -48.3% | -46.7% |
| YTD | +9.2% | +8.2% | +0.9% | -4.2% |
| 1Y | -7.2% | +10.1% | -17.4% | -21.0% |
| 3Y | +338.7% | +69.7% | +269.0% | +66.1% |
| 5Y | +542.8% | +53.4% | +489.5% | +201.9% |
| All | +542.8% | +53.2% | +489.7% | +201.9% |
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