+388.7%
VTWV vs VT
+404.6%
-15.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | +0.9% | +2.9% | -2.0% | -2.0% |
| 30D | +0.9% | -2.5% | +3.4% | +3.5% |
| 3M | -5.3% | -3.3% | -2.0% | -2.1% |
| 6M | +2.6% | +1.5% | +1.0% | +0.7% |
| YTD | +18.9% | +11.4% | +7.5% | +6.1% |
| 1Y | +22.2% | +11.9% | +10.3% | +8.5% |
| 3Y | +72.7% | +73.9% | -1.2% | -1.2% |
| 5Y | +35.2% | +57.9% | -22.7% | -14.5% |
| 10Y | +137.8% | +222.6% | -84.8% | -20.4% |
| All | +388.7% | +404.6% | -15.9% | +13.1% |
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