+537.3%
VTV vs VT
+346.0%
+191.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -2.2% | -2.3% | +0.1% | -0.2% |
| 30D | +2.2% | -5.0% | +7.2% | +6.7% |
| 3M | +0.3% | -4.9% | +5.2% | +4.6% |
| 6M | +8.3% | -1.5% | +9.8% | +9.3% |
| YTD | +18.5% | +8.5% | +10.1% | +9.5% |
| 1Y | +23.0% | +11.4% | +11.7% | +11.0% |
| 3Y | +72.6% | +70.1% | +2.6% | +6.3% |
| 5Y | +73.3% | +53.7% | +19.5% | +15.6% |
| 10Y | +238.2% | +220.0% | +18.2% | +17.3% |
| All | +537.3% | +346.0% | +191.3% | +65.0% |
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