+120.2%
VTOL vs VT
+214.8%
-94.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -0.6% |
| 7D | -12.8% | -4.2% | -8.6% | -7.9% |
| 30D | -9.0% | -5.8% | -3.2% | -1.8% |
| 3M | -16.9% | -5.2% | -11.6% | -11.1% |
| 6M | -24.6% | +0.1% | -24.7% | -25.7% |
| YTD | +1.0% | +8.2% | -7.2% | -10.8% |
| 1Y | -4.5% | +10.1% | -14.7% | -17.7% |
| 3Y | +25.4% | +69.7% | -44.2% | -40.0% |
| 5Y | -5.0% | +53.4% | -58.4% | -47.4% |
| All | +120.2% | +214.8% | -94.6% | -43.9% |
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