+186.7%
B vs VT
+215.5%
-28.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +9.6% | -2.3% | +11.9% | +11.1% |
| 30D | +3.5% | -5.0% | +8.5% | +6.7% |
| 3M | -1.6% | -4.9% | +3.3% | +1.5% |
| 6M | -1.7% | -1.5% | -0.1% | -0.1% |
| YTD | -5.3% | +8.5% | -13.8% | -8.1% |
| 1Y | +27.2% | +11.4% | +15.8% | +22.0% |
| 3Y | +166.1% | +70.1% | +96.0% | +110.6% |
| 5Y | +136.5% | +53.7% | +82.8% | +91.6% |
| All | +186.7% | +215.5% | -28.9% | +32.0% |
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