-55.2%
VYX vs VT
+221.8%
-277.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.7% |
| 7D | +7.5% | +2.4% | +5.1% | +3.5% |
| 30D | +52.3% | -1.5% | +53.8% | +54.8% |
| 3M | +23.4% | -4.1% | +27.6% | +31.7% |
| 6M | +51.2% | +0.6% | +50.7% | +47.8% |
| YTD | +2.7% | +11.0% | -8.3% | -15.6% |
| 1Y | -2.9% | +13.3% | -16.2% | -23.0% |
| 3Y | -33.4% | +73.4% | -106.8% | -74.3% |
| 5Y | -61.0% | +57.4% | -118.4% | -81.4% |
| All | -55.2% | +221.8% | -277.0% | -92.4% |
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