+51.3%
AD vs VT
+363.9%
-312.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.5% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | -3.7% | -1.4% | -2.2% | -2.7% |
| 3M | -6.2% | -1.4% | -4.8% | -5.4% |
| 6M | -14.6% | +5.5% | -20.0% | -18.7% |
| YTD | -5.5% | +12.8% | -18.3% | -15.2% |
| 1Y | +3.7% | +15.4% | -11.7% | -8.7% |
| 3Y | +61.4% | +76.9% | -15.5% | -0.9% |
| 5Y | +122.5% | +60.4% | +62.1% | +44.7% |
| 10Y | +111.1% | +232.8% | -121.7% | -29.3% |
| All | +51.3% | +363.9% | -312.6% | -67.3% |
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