+17.7%
B vs VT
+356.1%
-338.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -5.6% | -1.6% | -4.0% | -4.7% |
| 30D | -7.9% | -2.5% | -5.4% | -6.4% |
| 3M | -0.4% | -1.3% | +0.9% | +0.6% |
| 6M | -3.8% | +3.1% | -6.9% | -4.8% |
| YTD | -13.5% | +10.9% | -24.5% | -17.5% |
| 1Y | +14.4% | +12.1% | +2.4% | +8.7% |
| 3Y | +140.3% | +73.9% | +66.4% | +79.4% |
| 5Y | +127.4% | +58.0% | +69.4% | +77.1% |
| 10Y | +147.8% | +225.5% | -77.6% | +23.8% |
| All | +17.7% | +356.1% | -338.4% | -66.4% |
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