+133.5%
VTR vs VT
+224.4%
-90.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -1.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | +8.2% | -1.7% | +10.0% | +9.7% |
| 3M | +4.6% | -2.3% | +6.9% | +6.4% |
| 6M | +4.3% | +1.5% | +2.8% | +1.3% |
| YTD | +19.0% | +12.0% | +7.0% | +3.9% |
| 1Y | +21.6% | +12.9% | +8.8% | +5.2% |
| 3Y | +132.2% | +74.9% | +57.2% | +21.4% |
| 5Y | +94.4% | +59.9% | +34.5% | +11.9% |
| 10Y | +133.5% | +224.6% | -91.2% | -31.4% |
| All | +133.5% | +224.4% | -90.9% | -31.4% |
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