+191.9%
VXF vs VT
+217.6%
-25.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | 0.0% | -0.1% | +0.2% | +0.2% |
| 30D | -1.4% | -3.1% | +1.7% | +2.4% |
| 3M | -5.7% | -3.5% | -2.2% | -1.6% |
| 6M | +1.5% | +0.5% | +1.0% | +0.9% |
| YTD | +11.7% | +10.8% | +0.9% | -1.3% |
| 1Y | +11.5% | +11.9% | -0.4% | -2.6% |
| 3Y | +71.9% | +73.0% | -1.1% | -9.6% |
| 5Y | +25.7% | +58.6% | -32.9% | -26.0% |
| 10Y | +191.9% | +219.2% | -27.2% | -18.8% |
| All | +191.9% | +217.6% | -25.7% | -18.8% |
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