-57.3%
VYX vs VT
+222.7%
-280.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.4% |
| 7D | -6.9% | -0.1% | -6.8% | -6.7% |
| 30D | +5.4% | -0.7% | +6.1% | +6.7% |
| 3M | +19.6% | +4.0% | +15.6% | +11.3% |
| 6M | +13.7% | +12.3% | +1.5% | -7.7% |
| YTD | -18.0% | +14.0% | -32.1% | -35.1% |
| 1Y | -35.6% | +20.3% | -55.9% | -53.3% |
| 3Y | -50.2% | +75.4% | -125.7% | -80.9% |
| 5Y | -66.6% | +66.0% | -132.6% | -85.3% |
| 10Y | -57.3% | +228.2% | -285.5% | -92.7% |
| All | -57.3% | +222.7% | -280.0% | -92.7% |
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