+221.6%
VT vs BNY
+416.1%
-194.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | -1.4% | +1.4% | -2.8% | -2.1% |
| 3M | +4.7% | +16.8% | -12.1% | -2.2% |
| 6M | +11.4% | +42.0% | -30.6% | -4.4% |
| YTD | +13.1% | +41.9% | -28.9% | -3.3% |
| 1Y | +19.0% | +59.2% | -40.2% | -3.2% |
| 3Y | +73.9% | +290.9% | -217.0% | -4.5% |
| 5Y | +65.4% | +259.0% | -193.6% | -8.0% |
| All | +221.6% | +416.1% | -194.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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