-92.5%
AKA vs VT
+65.0%
-157.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.5% |
| 7D | -10.3% | -0.1% | -10.1% | -10.2% |
| 30D | -16.2% | -3.1% | -13.2% | -12.9% |
| 3M | -18.8% | -3.5% | -15.3% | -15.3% |
| 6M | -20.8% | +0.5% | -21.3% | -22.5% |
| YTD | -15.8% | +10.8% | -26.6% | -28.6% |
| 1Y | -34.0% | +11.9% | -45.9% | -44.9% |
| 3Y | +35.5% | +73.0% | -37.5% | -41.3% |
| 5Y | -93.7% | +58.6% | -152.3% | -96.5% |
| All | -92.5% | +65.0% | -157.5% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling