+51.4%
VTWV vs VT
+65.7%
-14.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -1.7% | -0.7% | -1.1% | -1.0% |
| 3M | +4.3% | +4.0% | +0.3% | -0.3% |
| 6M | +16.0% | +12.3% | +3.7% | +1.8% |
| YTD | +22.5% | +14.0% | +8.5% | +5.6% |
| 1Y | +28.7% | +20.3% | +8.4% | +4.6% |
| 3Y | +67.0% | +75.4% | -8.4% | -9.6% |
| 5Y | +51.4% | +66.0% | -14.6% | -12.3% |
| All | +51.4% | +65.7% | -14.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling