-87.2%
API vs VT
+66.2%
-153.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.4% | +0.4% | +3.0% | +2.6% |
| 30D | +2.7% | +1.0% | +1.7% | +0.9% |
| 3M | -12.2% | +2.4% | -14.6% | -16.9% |
| 6M | -1.6% | +12.0% | -13.6% | -21.2% |
| YTD | +4.2% | +15.3% | -11.2% | -21.3% |
| 1Y | +28.5% | +22.6% | +5.9% | -13.9% |
| 3Y | +50.4% | +74.7% | -24.3% | -53.7% |
| All | -87.2% | +66.2% | -153.4% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling