-100.0%
VVOS vs VT
+87.9%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -2.8% |
| 7D | -14.9% | -4.2% | -10.7% | -10.6% |
| 30D | -33.1% | -5.8% | -27.3% | -28.4% |
| 3M | -69.8% | -5.2% | -64.5% | -67.7% |
| 6M | -85.5% | +0.1% | -85.6% | -85.5% |
| YTD | -94.9% | +8.2% | -103.2% | -95.3% |
| 1Y | -95.8% | +10.1% | -105.9% | -96.2% |
| 3Y | -97.0% | +69.7% | -166.7% | -98.4% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -100.0% | +87.9% | -187.9% | -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