+68.5%
VVR vs VT
+224.5%
-156.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | -1.1% | +1.0% | -2.0% | -1.6% |
| 3M | -0.8% | +2.4% | -3.1% | -2.2% |
| 6M | -1.9% | +12.0% | -13.9% | -8.1% |
| YTD | -2.6% | +15.3% | -18.0% | -10.4% |
| 1Y | -7.7% | +22.6% | -30.3% | -18.0% |
| 3Y | +7.8% | +74.7% | -66.9% | -22.3% |
| 5Y | +21.0% | +66.1% | -45.1% | -10.9% |
| All | +68.5% | +224.5% | -156.0% | -16.9% |
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