+35.6%
VTIP vs VT
+351.1%
-315.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | +0.2% | +1.0% | -0.8% | +0.1% |
| 3M | 0.0% | +2.4% | -2.4% | -0.1% |
| 6M | +1.2% | +12.0% | -10.8% | +0.8% |
| YTD | +2.0% | +15.3% | -13.4% | +1.4% |
| 1Y | +2.3% | +22.6% | -20.2% | +1.6% |
| 3Y | +16.0% | +74.7% | -58.7% | +13.4% |
| 5Y | +16.3% | +66.1% | -49.9% | +13.7% |
| 10Y | +35.9% | +225.0% | -189.1% | +29.8% |
| All | +35.6% | +351.1% | -315.6% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling