+24.3%
VTS vs VT
+88.2%
-63.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +4.3% | +2.4% | +2.0% | +2.8% |
| 30D | -11.6% | -1.5% | -10.1% | -11.0% |
| 3M | -2.5% | -4.1% | +1.6% | -0.1% |
| 6M | -10.6% | +0.6% | -11.2% | -12.1% |
| YTD | -13.9% | +11.0% | -25.0% | -23.0% |
| 1Y | -19.0% | +13.3% | -32.3% | -29.1% |
| 3Y | -8.4% | +73.4% | -81.8% | -48.6% |
| All | +24.3% | +88.2% | -63.9% | -33.9% |
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