+13.5%
VTOL vs VT
+309.6%
-296.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -1.6% | +0.8% | +1.3% |
| 30D | +0.9% | -2.5% | +3.4% | +4.2% |
| 3M | -10.8% | -1.3% | -9.5% | -9.4% |
| 6M | -17.1% | +3.1% | -20.2% | -21.3% |
| YTD | +11.9% | +10.9% | +1.0% | -4.0% |
| 1Y | -4.0% | +12.1% | -16.1% | -18.9% |
| 3Y | +39.0% | +73.9% | -34.9% | -34.7% |
| 5Y | +11.0% | +58.0% | -47.0% | -40.3% |
| 10Y | +172.5% | +225.5% | -52.9% | -40.8% |
| All | +13.5% | +309.6% | -296.1% | -80.1% |
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