+119.8%
VTN vs VT
+374.2%
-254.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -6.2% | +1.0% | -7.2% | -6.4% |
| 3M | -3.9% | +2.4% | -6.2% | -4.4% |
| 6M | -4.2% | +12.0% | -16.2% | -6.4% |
| YTD | -4.8% | +15.3% | -20.1% | -7.6% |
| 1Y | +10.8% | +22.6% | -11.8% | +6.2% |
| 3Y | +30.6% | +74.7% | -44.1% | +16.3% |
| 5Y | +1.9% | +66.1% | -64.2% | -8.8% |
| 10Y | +12.8% | +225.0% | -212.2% | -12.5% |
| All | +119.8% | +374.2% | -254.3% | +51.3% |
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