+758.6%
ALL vs VT
+374.2%
+384.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -1.5% | +1.0% | -2.5% | -2.5% |
| 3M | +23.6% | +2.4% | +21.2% | +19.5% |
| 6M | +22.3% | +12.0% | +10.3% | +7.7% |
| YTD | +26.5% | +15.3% | +11.2% | +7.7% |
| 1Y | +27.0% | +22.6% | +4.4% | +1.4% |
| 3Y | +149.6% | +74.7% | +74.9% | +36.6% |
| 5Y | +118.1% | +66.1% | +51.9% | +22.8% |
| 10Y | +369.0% | +225.0% | +144.0% | +25.4% |
| All | +758.6% | +374.2% | +384.4% | +21.1% |
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 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