+201.2%
ADUR vs VT
+46.4%
+154.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | +0.7% | +1.0% | -0.3% | -1.1% |
| 30D | -16.5% | -0.2% | -16.3% | -16.0% |
| 3M | -6.7% | +4.5% | -11.2% | -13.3% |
| 6M | +23.2% | +14.1% | +9.1% | +0.8% |
| YTD | +29.7% | +14.8% | +15.0% | +6.9% |
| 1Y | +15.9% | +21.2% | -5.3% | -10.8% |
| All | +201.2% | +46.4% | +154.8% | +68.9% |
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