-92.7%
VTVT vs VT
+228.1%
-320.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.4% |
| 7D | -4.1% | -1.1% | -3.0% | -3.2% |
| 30D | +0.6% | -1.0% | +1.6% | +1.5% |
| 3M | +1.2% | +3.2% | -2.0% | -1.6% |
| 6M | -8.9% | +12.5% | -21.4% | -17.6% |
| YTD | -20.1% | +14.1% | -34.1% | -28.5% |
| 1Y | +59.4% | +18.9% | +40.5% | +37.3% |
| 3Y | +65.1% | +74.1% | -9.0% | +3.2% |
| 5Y | -55.6% | +66.9% | -122.5% | -71.1% |
| 10Y | -87.3% | +228.3% | -315.6% | -95.4% |
| All | -92.7% | +228.1% | -320.8% | -97.3% |
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