-90.9%
AKA vs VT
+69.9%
-160.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.7% |
| 7D | -0.8% | -1.1% | +0.3% | +0.6% |
| 30D | -1.1% | -1.0% | -0.1% | +0.1% |
| 3M | +21.3% | +3.2% | +18.2% | +15.5% |
| 6M | +9.8% | +12.5% | -2.7% | -8.3% |
| YTD | +1.6% | +14.1% | -12.5% | -16.8% |
| 1Y | +3.8% | +18.9% | -15.1% | -20.2% |
| 3Y | +68.7% | +74.1% | -5.4% | -26.4% |
| All | -90.9% | +69.9% | -160.8% | -95.4% |
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