-40.9%
VYX vs VT
+374.2%
-415.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +4.1% | +0.4% | +3.7% | +3.5% |
| 30D | -4.0% | +1.0% | -5.0% | -5.1% |
| 3M | +28.7% | +2.4% | +26.4% | +24.3% |
| 6M | +11.7% | +12.0% | -0.3% | -4.1% |
| YTD | -10.4% | +15.3% | -25.7% | -25.8% |
| 1Y | -27.6% | +22.6% | -50.2% | -44.3% |
| 3Y | -51.5% | +74.7% | -126.1% | -75.7% |
| 5Y | -64.3% | +66.1% | -130.5% | -80.2% |
| 10Y | -56.8% | +225.0% | -281.8% | -87.2% |
| All | -40.9% | +374.2% | -415.1% | -87.8% |
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 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