+109.3%
VTR vs VT
+215.5%
-106.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +4.7% | -2.3% | +7.0% | +6.8% |
| 30D | +10.9% | -5.0% | +15.8% | +15.9% |
| 3M | -3.2% | -4.9% | +1.7% | +1.0% |
| 6M | +3.7% | -1.5% | +5.2% | +3.6% |
| YTD | +16.8% | +8.5% | +8.3% | +5.2% |
| 1Y | +21.3% | +11.4% | +10.0% | +6.1% |
| 3Y | +119.0% | +70.1% | +49.0% | +17.7% |
| 5Y | +94.0% | +53.7% | +40.2% | +16.2% |
| All | +109.3% | +215.5% | -106.3% | -35.3% |
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 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