+1,587.5%
AMAT vs VT
+224.5%
+1,363.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.4% | -2.0% | -2.3% |
| 30D | -14.8% | +1.0% | -15.8% | -16.3% |
| 3M | -9.3% | +2.4% | -11.6% | -11.1% |
| 6M | +27.4% | +12.0% | +15.4% | +7.5% |
| YTD | +77.6% | +15.3% | +62.2% | +43.3% |
| 1Y | +188.9% | +22.6% | +166.4% | +111.5% |
| 3Y | +202.3% | +74.7% | +127.6% | +25.2% |
| 5Y | +248.9% | +66.1% | +182.8% | +65.8% |
| All | +1,587.5% | +224.5% | +1,363.0% | +210.5% |
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