+19.1%
VTS vs VT
+83.9%
-64.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -19.2% | -2.3% | -16.9% | -18.2% |
| 30D | -13.2% | -5.0% | -8.3% | -10.6% |
| 3M | -3.8% | -4.9% | +1.1% | -1.0% |
| 6M | -16.0% | -1.5% | -14.5% | -16.4% |
| YTD | -17.5% | +8.5% | -26.0% | -25.1% |
| 1Y | -22.2% | +11.4% | -33.6% | -31.4% |
| 3Y | -18.5% | +70.1% | -88.6% | -53.8% |
| All | +19.1% | +83.9% | -64.7% | -35.7% |
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