+5.9%
VVV vs VT
+66.2%
-60.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | -13.4% | +1.0% | -14.4% | -14.1% |
| 3M | -9.1% | +2.4% | -11.5% | -11.3% |
| 6M | -13.3% | +12.0% | -25.3% | -21.9% |
| YTD | +10.2% | +15.3% | -5.1% | -3.5% |
| 1Y | -17.8% | +22.6% | -40.4% | -32.0% |
| 3Y | -7.7% | +74.7% | -82.4% | -45.0% |
| All | +5.9% | +66.2% | -60.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling