-92.6%
AKA vs VT
+65.8%
-158.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.3% |
| 7D | -11.8% | +2.9% | -14.7% | -15.1% |
| 30D | -14.2% | -2.5% | -11.7% | -11.4% |
| 3M | -19.7% | -3.3% | -16.4% | -16.4% |
| 6M | -24.8% | +1.5% | -26.3% | -27.4% |
| YTD | -17.6% | +11.4% | -28.9% | -30.5% |
| 1Y | -29.2% | +11.9% | -41.1% | -40.8% |
| 3Y | +32.6% | +73.9% | -41.2% | -42.9% |
| 5Y | -94.2% | +57.9% | -152.1% | -96.8% |
| All | -92.6% | +65.8% | -158.5% | -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