+413.3%
VTWV vs VT
+422.6%
-9.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | -0.3% | +1.0% | -1.3% | -1.3% |
| 3M | +4.9% | +2.4% | +2.5% | +2.2% |
| 6M | +14.2% | +12.0% | +2.2% | +1.4% |
| YTD | +24.8% | +15.3% | +9.5% | +7.6% |
| 1Y | +30.8% | +22.6% | +8.2% | +6.0% |
| 3Y | +64.0% | +74.7% | -10.7% | -6.5% |
| 5Y | +51.8% | +66.1% | -14.4% | -8.7% |
| 10Y | +161.8% | +225.0% | -63.2% | -13.4% |
| All | +413.3% | +422.6% | -9.4% | +14.8% |
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