-54.6%
VYX vs VT
+217.6%
-272.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.2% |
| 7D | +14.0% | -0.1% | +14.1% | +13.5% |
| 30D | +40.3% | -3.1% | +43.3% | +46.3% |
| 3M | +26.5% | -3.5% | +30.0% | +33.5% |
| 6M | +20.1% | +0.5% | +19.7% | +17.3% |
| YTD | -1.7% | +10.8% | -12.4% | -18.9% |
| 1Y | -11.5% | +11.9% | -23.4% | -28.3% |
| 3Y | -37.0% | +73.0% | -110.0% | -75.6% |
| 5Y | -62.4% | +58.6% | -121.1% | -82.4% |
| 10Y | -54.6% | +219.2% | -273.8% | -92.0% |
| All | -54.6% | +217.6% | -272.3% | -92.0% |
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