+219.8%
VT vs USFR
+28.5%
+191.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | -3.2% | +1.1% | -4.3% | -3.7% |
| 6M | +0.9% | +2.0% | -1.1% | 0.0% |
| YTD | +11.3% | +3.4% | +7.9% | +9.4% |
| 1Y | +14.0% | +4.1% | +9.9% | +11.6% |
| 3Y | +75.8% | +14.3% | +61.5% | +63.8% |
| 5Y | +57.8% | +21.3% | +36.5% | +42.1% |
| 10Y | +219.8% | +28.5% | +191.3% | +180.6% |
| All | +219.8% | +28.5% | +191.3% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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