-87.4%
AI vs VT
+86.0%
-173.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.2% |
| 7D | -1.4% | -2.3% | +1.0% | +3.8% |
| 30D | +4.1% | -5.0% | +9.1% | +16.4% |
| 3M | +18.6% | -4.9% | +23.4% | +32.0% |
| 6M | +21.8% | -1.5% | +23.3% | +24.9% |
| YTD | -13.3% | +8.5% | -21.8% | -28.8% |
| 1Y | -23.0% | +11.4% | -34.4% | -40.3% |
| 3Y | -56.7% | +70.1% | -126.7% | -86.8% |
| 5Y | -75.8% | +53.7% | -129.5% | -89.4% |
| All | -87.4% | +86.0% | -173.4% | -96.1% |
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