-93.1%
AKA vs VT
+65.4%
-158.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.3% |
| 7D | -17.6% | +2.4% | -20.0% | -20.2% |
| 30D | -21.5% | -1.5% | -20.0% | -19.9% |
| 3M | -23.3% | -4.1% | -19.2% | -19.1% |
| 6M | -28.4% | +0.6% | -28.9% | -29.8% |
| YTD | -23.1% | +11.0% | -34.1% | -34.9% |
| 1Y | -34.2% | +13.3% | -47.5% | -46.0% |
| 3Y | +26.6% | +73.4% | -46.8% | -45.3% |
| 5Y | -94.6% | +57.4% | -152.0% | -97.0% |
| All | -93.1% | +65.4% | -158.5% | -96.4% |
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 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