+145.6%
VTOL vs VT
+231.8%
-86.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -6.4% |
| 7D | -6.0% | -0.3% | -5.7% | -5.8% |
| 30D | -3.6% | -1.4% | -2.2% | -2.0% |
| 3M | -18.2% | -1.4% | -16.8% | -17.0% |
| 6M | -20.7% | +5.5% | -26.2% | -27.1% |
| YTD | +7.3% | +12.8% | -5.5% | -10.3% |
| 1Y | -4.8% | +15.4% | -20.2% | -22.9% |
| 3Y | +33.2% | +76.9% | -43.6% | -39.7% |
| 5Y | +3.1% | +60.4% | -57.3% | -46.2% |
| 10Y | +145.6% | +232.8% | -87.2% | -45.2% |
| All | +145.6% | +231.8% | -86.2% | -45.2% |
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