-100.0%
VTAK vs VT
+148.3%
-248.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.1% |
| 7D | -5.0% | +1.0% | -6.0% | -5.7% |
| 30D | -32.1% | -0.2% | -31.9% | -32.0% |
| 3M | -81.4% | +4.5% | -85.9% | -82.2% |
| 6M | -86.5% | +14.1% | -100.6% | -88.1% |
| YTD | -89.6% | +14.8% | -104.4% | -90.8% |
| 1Y | -92.3% | +21.2% | -113.5% | -93.5% |
| 3Y | -99.8% | +76.6% | -176.4% | -99.9% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +148.3% | -248.3% | -100.0% |
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