+350.3%
VSS vs VT
+607.4%
-257.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.7% |
| 7D | -3.5% | -4.2% | +0.7% | +0.5% |
| 30D | -6.8% | -5.8% | -1.0% | -1.3% |
| 3M | -6.9% | -5.2% | -1.7% | -2.0% |
| 6M | -7.4% | +0.1% | -7.5% | -7.4% |
| YTD | +2.4% | +8.2% | -5.8% | -4.9% |
| 1Y | +6.6% | +10.1% | -3.5% | -2.6% |
| 3Y | +50.8% | +69.7% | -18.9% | -9.8% |
| 5Y | +21.1% | +53.4% | -32.2% | -20.3% |
| 10Y | +103.6% | +219.2% | -115.6% | -35.7% |
| All | +350.3% | +607.4% | -257.1% | -38.8% |
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