+662.8%
A vs VT
+345.0%
+317.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | +1.3% |
| 7D | -5.2% | -4.2% | -1.0% | -0.8% |
| 30D | +1.4% | -5.8% | +7.2% | +8.1% |
| 3M | +21.9% | -5.2% | +27.2% | +29.2% |
| 6M | +46.7% | +0.1% | +46.5% | +45.8% |
| YTD | +27.2% | +8.2% | +19.0% | +16.2% |
| 1Y | +17.9% | +10.1% | +7.8% | +5.8% |
| 3Y | +61.1% | +69.7% | -8.5% | -8.5% |
| 5Y | +13.8% | +53.4% | -39.6% | -27.6% |
| 10Y | +318.8% | +219.2% | +99.6% | +21.2% |
| All | +662.8% | +345.0% | +317.8% | +50.3% |
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