+361.0%
VT vs BNY
+485.6%
-124.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +3.6% | -0.7% | +1.5% |
| 30D | -2.5% | +8.8% | -11.3% | -5.7% |
| 3M | -3.3% | -5.8% | +2.5% | -1.2% |
| 6M | +1.5% | +15.5% | -13.9% | -4.3% |
| YTD | +11.4% | +33.9% | -22.6% | -1.3% |
| 1Y | +11.9% | +38.0% | -26.1% | -2.0% |
| 3Y | +73.9% | +258.2% | -184.3% | +4.1% |
| 5Y | +57.9% | +191.1% | -133.2% | +0.7% |
| 10Y | +222.6% | +322.3% | -99.6% | +69.6% |
| All | +361.0% | +485.6% | -124.6% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling