-24.2%
AR vs VT
+283.9%
-308.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.4% | +2.0% | +1.9% |
| 30D | +14.8% | +1.0% | +13.8% | +13.4% |
| 3M | +6.2% | +2.4% | +3.8% | +2.4% |
| 6M | +4.3% | +12.0% | -7.7% | -11.0% |
| YTD | +14.4% | +15.3% | -1.0% | -6.1% |
| 1Y | +21.3% | +22.6% | -1.2% | -7.4% |
| 3Y | +39.8% | +74.7% | -34.9% | -30.2% |
| 5Y | +142.1% | +66.1% | +75.9% | +29.7% |
| 10Y | +52.0% | +225.0% | -173.0% | -60.5% |
| All | -24.2% | +283.9% | -308.2% | -81.6% |
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