-90.3%
VTVT vs VT
+221.8%
-312.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.6% |
| 7D | -6.4% | +2.4% | -8.7% | -8.2% |
| 30D | -28.5% | -1.5% | -26.9% | -27.3% |
| 3M | -36.2% | -4.1% | -32.1% | -33.6% |
| 6M | -37.8% | +0.6% | -38.4% | -37.9% |
| YTD | -50.8% | +11.0% | -61.8% | -54.7% |
| 1Y | -37.0% | +13.3% | -50.4% | -43.1% |
| 3Y | +38.3% | +73.4% | -35.1% | -11.8% |
| 5Y | -68.0% | +57.4% | -125.5% | -77.9% |
| All | -90.3% | +221.8% | -312.0% | -96.2% |
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