-100.0%
VVOS vs VT
+88.4%
-188.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -9.0% | -9.0% |
| 7D | -17.5% | -2.3% | -15.2% | -15.3% |
| 30D | -37.7% | -5.0% | -32.8% | -34.0% |
| 3M | -70.8% | -4.9% | -65.9% | -68.9% |
| 6M | -86.9% | -1.5% | -85.4% | -86.7% |
| YTD | -95.4% | +8.5% | -103.9% | -95.8% |
| 1Y | -95.9% | +11.4% | -107.3% | -96.4% |
| 3Y | -97.4% | +70.1% | -167.4% | -98.6% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| All | -100.0% | +88.4% | -188.3% | -100.0% |
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