-14.2%
ADUR vs VT
+11.9%
-26.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -3.6% |
| 7D | +11.6% | +2.9% | +8.8% | +4.0% |
| 30D | -2.1% | -2.5% | +0.4% | +5.0% |
| 3M | -33.7% | -3.3% | -30.4% | -27.2% |
| 6M | -23.3% | +1.5% | -24.9% | -25.6% |
| YTD | -1.9% | +11.4% | -13.3% | -23.6% |
| 1Y | -14.2% | +11.9% | -26.1% | -33.0% |
| All | -14.2% | +11.9% | -26.1% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling