+102.3%
VSLU vs VT
+70.1%
+32.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +1.6% | +2.4% | -0.8% | -0.6% |
| 30D | -1.0% | -1.5% | +0.5% | +0.3% |
| 3M | -0.5% | -4.1% | +3.6% | +3.3% |
| 6M | +6.1% | +0.6% | +5.6% | +5.3% |
| YTD | +10.8% | +11.0% | -0.3% | -0.1% |
| 1Y | +14.2% | +13.3% | +0.8% | +1.0% |
| 3Y | +81.2% | +73.4% | +7.8% | +7.3% |
| 5Y | +82.7% | +57.4% | +25.3% | +17.2% |
| All | +102.3% | +70.1% | +32.2% | +20.4% |
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