-29.2%
AWAY vs VT
+114.6%
-143.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -3.7% |
| 30D | +3.7% | -2.5% | +6.2% | +6.8% |
| 3M | -13.3% | -3.3% | -10.0% | -9.8% |
| 6M | +1.8% | +1.5% | +0.3% | -0.6% |
| YTD | -15.5% | +11.4% | -26.9% | -26.4% |
| 1Y | -19.7% | +11.9% | -31.6% | -30.5% |
| 3Y | +5.2% | +73.9% | -68.6% | -46.8% |
| 5Y | -37.5% | +57.9% | -95.4% | -63.9% |
| All | -29.2% | +114.6% | -143.9% | -72.0% |
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