-34.7%
VSOL vs VT
+14.2%
-48.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.2% |
| 7D | -9.4% | +2.9% | -12.3% | -14.3% |
| 30D | -24.1% | -2.5% | -21.6% | -20.1% |
| 3M | +8.5% | -3.3% | +11.8% | +16.5% |
| 6M | -12.7% | +1.5% | -14.3% | -14.9% |
| YTD | -32.0% | +11.4% | -43.4% | -41.4% |
| All | -34.7% | +14.2% | -48.9% | -45.0% |
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