-81.8%
VTEX vs VT
+62.9%
-144.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | +2.1% |
| 7D | 0.0% | -4.2% | +4.2% | +6.4% |
| 30D | +6.1% | -5.8% | +11.9% | +15.6% |
| 3M | -8.4% | -5.2% | -3.2% | -1.4% |
| 6M | +4.9% | +0.1% | +4.8% | +2.3% |
| YTD | +7.2% | +8.2% | -1.1% | -8.4% |
| 1Y | -11.2% | +10.1% | -21.4% | -26.3% |
| 3Y | -29.4% | +69.7% | -99.1% | -71.9% |
| 5Y | -77.0% | +53.4% | -130.3% | -86.9% |
| All | -81.8% | +62.9% | -144.7% | -91.2% |
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