+39.9%
VTS vs VT
+95.5%
-55.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +12.5% | +1.0% | +11.6% | +11.7% |
| 3M | +2.4% | +2.4% | +0.1% | +0.3% |
| 6M | -1.3% | +12.0% | -13.3% | -11.1% |
| YTD | -3.1% | +15.3% | -18.5% | -15.2% |
| 1Y | -24.7% | +22.6% | -47.3% | -38.2% |
| 3Y | -0.8% | +74.7% | -75.5% | -43.6% |
| All | +39.9% | +95.5% | -55.6% | -27.1% |
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