+188.2%
B vs VT
+224.5%
-36.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +9.4% | +1.0% | +8.5% | +8.9% |
| 3M | +5.0% | +2.4% | +2.6% | +3.9% |
| 6M | -3.5% | +12.0% | -15.5% | -8.7% |
| YTD | +4.5% | +15.3% | -10.9% | -2.4% |
| 1Y | +67.8% | +22.6% | +45.2% | +52.4% |
| 3Y | +196.7% | +74.7% | +122.0% | +128.4% |
| 5Y | +151.9% | +66.1% | +85.8% | +94.7% |
| All | +188.2% | +224.5% | -36.3% | +45.7% |
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