+126.0%
VVR vs VT
+363.9%
-237.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +0.7% | -1.4% | +2.1% | +1.4% |
| 3M | -0.5% | -1.4% | +0.9% | +0.2% |
| 6M | -1.5% | +5.5% | -7.0% | -4.4% |
| YTD | -2.7% | +12.8% | -15.5% | -8.9% |
| 1Y | -0.1% | +15.4% | -15.6% | -7.6% |
| 3Y | +3.6% | +76.9% | -73.2% | -23.5% |
| 5Y | +17.1% | +60.4% | -43.3% | -10.0% |
| 10Y | +69.2% | +232.8% | -163.6% | -11.5% |
| All | +126.0% | +363.9% | -237.9% | -1.6% |
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