-83.7%
VTEX vs VT
+73.6%
-157.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.3% | +0.4% | -0.2% | -0.4% |
| 30D | -18.0% | +1.0% | -18.9% | -19.3% |
| 3M | -3.2% | +2.4% | -5.6% | -7.5% |
| 6M | -0.6% | +12.0% | -12.6% | -18.2% |
| YTD | -4.0% | +15.3% | -19.3% | -25.0% |
| 1Y | -10.2% | +22.6% | -32.8% | -36.3% |
| 3Y | -40.3% | +74.7% | -115.0% | -76.9% |
| 5Y | -86.2% | +66.1% | -152.4% | -93.1% |
| All | -83.7% | +73.6% | -157.3% | -92.8% |
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