+97.9%
AD vs VT
+214.8%
-116.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -2.8% |
| 7D | -3.0% | -4.2% | +1.1% | -0.1% |
| 30D | -8.6% | -5.8% | -2.8% | -4.8% |
| 3M | -10.9% | -5.2% | -5.6% | -7.6% |
| 6M | -19.7% | +0.1% | -19.8% | -20.1% |
| YTD | -10.8% | +8.2% | -19.0% | -16.1% |
| 1Y | +0.8% | +10.1% | -9.3% | -6.4% |
| 3Y | +52.4% | +69.7% | -17.3% | +3.9% |
| 5Y | +111.7% | +53.4% | +58.3% | +54.3% |
| All | +97.9% | +214.8% | -116.9% | -26.3% |
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 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