+56.5%
VWOB vs VT
+302.6%
-246.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | -0.3% | +1.0% | -1.2% | -0.6% |
| 3M | -0.5% | +2.4% | -2.9% | -1.3% |
| 6M | 0.0% | +12.0% | -12.0% | -3.6% |
| YTD | +1.3% | +15.3% | -14.1% | -3.3% |
| 1Y | +5.0% | +22.6% | -17.5% | -1.7% |
| 3Y | +28.7% | +74.7% | -45.9% | +7.2% |
| 5Y | +8.4% | +66.1% | -57.8% | -9.3% |
| 10Y | +34.0% | +225.0% | -191.0% | -6.8% |
| All | +56.5% | +302.6% | -246.2% | +2.1% |
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