+172.3%
VVX vs VT
+221.4%
-49.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | -3.8% | +1.0% | -4.8% | -4.7% |
| 30D | -11.7% | -0.2% | -11.5% | -11.5% |
| 3M | -12.0% | +4.5% | -16.6% | -16.1% |
| 6M | +2.2% | +14.1% | -11.9% | -10.9% |
| YTD | +36.6% | +14.8% | +21.8% | +18.4% |
| 1Y | +33.2% | +21.2% | +12.0% | +9.6% |
| 3Y | +56.1% | +76.6% | -20.5% | -10.2% |
| 5Y | +50.4% | +66.6% | -16.2% | -9.2% |
| 10Y | +172.3% | +222.3% | -50.0% | -10.4% |
| All | +172.3% | +221.4% | -49.1% | -10.4% |
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