-23.2%
AWAY vs VT
+122.3%
-145.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.4% |
| 30D | -5.5% | +1.0% | -6.5% | -6.7% |
| 3M | +8.4% | +2.4% | +6.0% | +5.0% |
| 6M | +13.3% | +12.0% | +1.3% | -1.7% |
| YTD | -8.4% | +15.3% | -23.7% | -23.4% |
| 1Y | -13.4% | +22.6% | -36.0% | -32.8% |
| 3Y | +5.2% | +74.7% | -69.4% | -46.9% |
| 5Y | -29.6% | +66.1% | -95.7% | -61.6% |
| All | -23.2% | +122.3% | -145.6% | -70.9% |
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