+705.9%
VV vs VT
+345.0%
+360.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -0.6% |
| 7D | -4.9% | -4.2% | -0.7% | -1.0% |
| 30D | -6.1% | -5.8% | -0.3% | -0.8% |
| 3M | -4.5% | -5.2% | +0.8% | +0.4% |
| 6M | +2.0% | +0.1% | +1.8% | +1.8% |
| YTD | +8.1% | +8.2% | -0.1% | +0.4% |
| 1Y | +9.0% | +10.1% | -1.1% | -0.3% |
| 3Y | +75.9% | +69.7% | +6.2% | +8.9% |
| 5Y | +64.9% | +53.4% | +11.5% | +12.3% |
| 10Y | +314.3% | +219.2% | +95.0% | +50.5% |
| All | +705.9% | +345.0% | +360.9% | +117.1% |
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