+18.2%
VTS vs VT
+91.2%
-73.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.8% | -6.2% |
| 7D | -19.7% | -0.3% | -19.4% | -19.6% |
| 30D | -14.0% | -1.4% | -12.5% | -13.2% |
| 3M | -4.1% | -1.4% | -2.7% | -3.5% |
| 6M | -19.2% | +5.5% | -24.7% | -23.4% |
| YTD | -18.1% | +12.8% | -31.0% | -27.4% |
| 1Y | -22.3% | +15.4% | -37.7% | -32.8% |
| 3Y | -20.8% | +76.9% | -97.7% | -56.1% |
| All | +18.2% | +91.2% | -73.0% | -37.6% |
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