-30.1%
AR vs VT
+260.3%
-290.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.7% |
| 7D | -11.7% | -4.2% | -7.5% | -7.7% |
| 30D | +1.8% | -5.8% | +7.6% | +8.4% |
| 3M | +6.0% | -5.2% | +11.2% | +11.7% |
| 6M | -7.0% | +0.1% | -7.2% | -9.2% |
| YTD | +5.6% | +8.2% | -2.7% | -7.5% |
| 1Y | +10.8% | +10.1% | +0.7% | -4.9% |
| 3Y | +19.3% | +69.7% | -50.3% | -39.0% |
| 5Y | +73.3% | +53.4% | +19.9% | +0.9% |
| 10Y | +47.6% | +219.2% | -171.6% | -60.9% |
| All | -30.1% | +260.3% | -290.3% | -81.8% |
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