-91.4%
BEAT vs VT
+54.7%
-146.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.5% |
| 7D | -26.9% | -2.3% | -24.6% | -24.6% |
| 30D | -26.0% | -5.0% | -21.0% | -20.9% |
| 3M | -21.2% | -4.9% | -16.3% | -15.5% |
| 6M | -53.0% | -1.5% | -51.5% | -51.4% |
| YTD | -83.3% | +8.5% | -91.7% | -84.3% |
| 1Y | -75.2% | +11.4% | -86.6% | -77.7% |
| 3Y | -69.5% | +70.1% | -139.6% | -81.4% |
| All | -91.4% | +54.7% | -146.1% | -94.1% |
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