+120.7%
VTSI vs VT
+348.4%
-227.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +2.7% | +1.0% | +1.7% | +2.2% |
| 3M | -10.2% | +2.4% | -12.6% | -11.4% |
| 6M | -28.3% | +12.0% | -40.3% | -32.7% |
| YTD | -26.4% | +15.3% | -41.8% | -31.9% |
| 1Y | -46.6% | +22.6% | -69.2% | -52.1% |
| 3Y | -50.9% | +74.7% | -125.5% | -63.0% |
| 5Y | -63.0% | +66.1% | -129.1% | -71.6% |
| 10Y | -28.9% | +225.0% | -253.9% | -59.3% |
| All | +120.7% | +348.4% | -227.7% | -6.7% |
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 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