+197.2%
VUSE vs VT
+224.4%
-27.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.2% |
| 30D | -1.9% | -1.7% | -0.2% | -0.1% |
| 3M | -1.6% | -2.3% | +0.7% | +0.8% |
| 6M | +2.5% | +1.5% | +1.0% | +0.7% |
| YTD | +9.5% | +12.0% | -2.6% | -3.4% |
| 1Y | +9.7% | +12.9% | -3.2% | -4.0% |
| 3Y | +55.8% | +74.9% | -19.2% | -15.2% |
| 5Y | +61.4% | +59.9% | +1.5% | -3.0% |
| 10Y | +197.2% | +224.6% | -27.4% | -18.4% |
| All | +197.2% | +224.4% | -27.1% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling