+253.5%
VVX vs VT
+219.0%
+34.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.7% |
| 7D | -5.3% | -2.3% | -2.9% | -3.3% |
| 30D | +11.9% | -5.0% | +16.8% | +17.0% |
| 3M | -10.0% | -4.9% | -5.1% | -6.0% |
| 6M | -0.5% | -1.5% | +1.0% | -0.1% |
| YTD | +39.6% | +8.5% | +31.1% | +27.5% |
| 1Y | +34.7% | +11.4% | +23.3% | +19.9% |
| 3Y | +86.9% | +70.1% | +16.9% | +12.5% |
| 5Y | +45.8% | +53.7% | -8.0% | -4.4% |
| 10Y | +362.9% | +220.0% | +142.9% | +56.7% |
| All | +253.5% | +219.0% | +34.5% | +18.1% |
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