-91.3%
BEAT vs VT
+58.0%
-149.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -5.1% | -0.1% | -5.0% | -4.9% |
| 30D | -15.0% | -3.1% | -11.9% | -11.5% |
| 3M | -25.7% | -3.5% | -22.2% | -21.8% |
| 6M | -54.2% | +0.5% | -54.6% | -53.7% |
| YTD | -83.0% | +10.8% | -93.8% | -84.5% |
| 1Y | -75.9% | +11.9% | -87.8% | -78.5% |
| 3Y | -67.1% | +73.0% | -140.1% | -80.4% |
| All | -91.3% | +58.0% | -149.3% | -94.2% |
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