-37.0%
VYX vs VT
+346.0%
-383.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | +15.0% | -2.3% | +17.3% | +18.0% |
| 30D | +45.3% | -5.0% | +50.3% | +54.0% |
| 3M | +16.3% | -4.9% | +21.2% | +23.6% |
| 6M | +38.7% | -1.5% | +40.2% | +40.0% |
| YTD | -4.4% | +8.5% | -12.9% | -14.7% |
| 1Y | -8.8% | +11.4% | -20.2% | -21.2% |
| 3Y | -41.4% | +70.1% | -111.5% | -69.8% |
| 5Y | -63.9% | +53.7% | -117.6% | -78.0% |
| 10Y | -53.6% | +220.0% | -273.6% | -85.9% |
| All | -37.0% | +346.0% | -383.0% | -86.0% |
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 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