+21.0%
VTOL vs VT
+325.9%
-304.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -0.9% | +0.4% | -1.4% | -1.6% |
| 30D | -1.8% | +1.0% | -2.8% | -3.1% |
| 3M | +3.2% | +2.4% | +0.8% | -0.5% |
| 6M | -2.6% | +12.0% | -14.6% | -17.3% |
| YTD | +19.3% | +15.3% | +4.0% | -2.5% |
| 1Y | +17.0% | +22.6% | -5.6% | -12.1% |
| 3Y | +56.4% | +74.7% | -18.3% | -26.7% |
| 5Y | +25.6% | +66.1% | -40.6% | -36.6% |
| 10Y | +190.5% | +225.0% | -34.5% | -36.8% |
| All | +21.0% | +325.9% | -304.8% | -79.8% |
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 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