+75.3%
AD vs VT
+374.2%
-298.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +6.9% | +0.4% | +6.5% | +6.6% |
| 30D | +9.4% | +1.0% | +8.4% | +8.5% |
| 3M | -6.2% | +2.4% | -8.6% | -8.3% |
| 6M | -2.3% | +12.0% | -14.3% | -11.5% |
| YTD | +9.5% | +15.3% | -5.8% | -3.3% |
| 1Y | +11.3% | +22.6% | -11.3% | -6.6% |
| 3Y | +83.3% | +74.7% | +8.6% | +14.1% |
| 5Y | +159.6% | +66.1% | +93.5% | +64.2% |
| 10Y | +124.0% | +225.0% | -101.0% | -23.0% |
| All | +75.3% | +374.2% | -298.9% | -62.7% |
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