-95.3%
VTVT vs VT
+220.4%
-315.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | -4.8% | +2.9% | -7.7% | -7.2% |
| 30D | -26.7% | -2.5% | -24.2% | -24.8% |
| 3M | -34.9% | -3.3% | -31.6% | -32.8% |
| 6M | -35.6% | +1.5% | -37.1% | -36.2% |
| YTD | -48.3% | +11.4% | -59.6% | -52.6% |
| 1Y | -33.3% | +11.9% | -45.2% | -39.2% |
| 3Y | +46.1% | +73.9% | -27.8% | -8.1% |
| 5Y | -66.4% | +57.9% | -124.3% | -77.0% |
| 10Y | -89.5% | +222.6% | -312.1% | -96.2% |
| All | -95.3% | +220.4% | -315.6% | -98.2% |
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 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