-97.9%
VWAV vs VT
+22.2%
-120.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.4% |
| 7D | -38.4% | +0.4% | -38.7% | -38.1% |
| 30D | -76.5% | -2.6% | -73.9% | -75.8% |
| 3M | -95.2% | -3.2% | -91.9% | -95.0% |
| 6M | -98.9% | +0.9% | -99.8% | -98.8% |
| YTD | -99.3% | +11.3% | -110.6% | -99.2% |
| 1Y | -99.4% | +14.0% | -113.4% | -99.3% |
| All | -97.9% | +22.2% | -120.1% | -90.4% |
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