-40.6%
AWAY vs VT
+53.4%
-94.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | +3.3% | -2.3% | +5.6% | +6.4% |
| 30D | +4.5% | -5.0% | +9.5% | +11.4% |
| 3M | -12.0% | -4.9% | -7.2% | -6.4% |
| 6M | -2.7% | -1.5% | -1.2% | -1.3% |
| YTD | -16.1% | +8.5% | -24.6% | -25.1% |
| 1Y | -17.0% | +11.4% | -28.4% | -28.5% |
| 3Y | +6.8% | +70.1% | -63.3% | -48.0% |
| All | -40.6% | +53.4% | -94.1% | -64.2% |
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