-100.0%
VSA vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +52.6% | +0.2% | +52.4% | +52.6% |
| 7D | +41.1% | -2.3% | +43.5% | +41.5% |
| 30D | +11.4% | -5.0% | +16.3% | +12.1% |
| 3M | -23.0% | -4.9% | -18.1% | -22.6% |
| 6M | -65.4% | -1.5% | -63.9% | -65.5% |
| YTD | -90.3% | +8.5% | -98.8% | -90.5% |
| 1Y | -99.8% | +11.4% | -111.2% | -99.8% |
| 3Y | -99.7% | +70.1% | -169.8% | -99.8% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| All | -100.0% | +215.5% | -315.5% | -100.0% |
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