-87.2%
AI vs VT
+90.4%
-177.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.4% |
| 7D | +1.1% | +2.4% | -1.2% | -4.0% |
| 30D | +1.3% | -1.5% | +2.8% | +4.6% |
| 3M | +16.1% | -4.1% | +20.2% | +27.1% |
| 6M | +36.6% | +0.6% | +36.1% | +33.6% |
| YTD | -12.3% | +11.0% | -23.4% | -31.6% |
| 1Y | -16.2% | +13.3% | -29.5% | -37.6% |
| 3Y | -57.2% | +73.4% | -130.6% | -87.5% |
| 5Y | -75.0% | +57.4% | -132.4% | -89.7% |
| All | -87.2% | +90.4% | -177.6% | -96.3% |
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 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