+5.7%
VTEL vs VT
+32.3%
-26.6%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +4.5% | -1.4% | +5.9% | +4.6% |
| 3M | -1.6% | -1.4% | -0.2% | -1.4% |
| 6M | -1.8% | +5.5% | -7.3% | -2.3% |
| YTD | -0.9% | +12.8% | -13.7% | -1.8% |
| 1Y | -0.6% | +15.4% | -16.0% | -1.6% |
| All | +5.7% | +32.3% | -26.6% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling