+51.4%
AD vs VT
+356.1%
-304.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | -1.6% | +4.2% | +3.9% |
| 30D | -3.3% | -2.5% | -0.8% | -1.4% |
| 3M | -5.0% | -1.3% | -3.7% | -4.2% |
| 6M | -14.4% | +3.1% | -17.5% | -17.0% |
| YTD | -5.4% | +10.9% | -16.3% | -13.9% |
| 1Y | +2.3% | +12.1% | -9.7% | -7.7% |
| 3Y | +61.5% | +73.9% | -12.4% | +0.5% |
| 5Y | +122.6% | +58.0% | +64.6% | +46.6% |
| 10Y | +113.0% | +225.5% | -112.4% | -27.3% |
| All | +51.4% | +356.1% | -304.7% | -66.8% |
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