-38.3%
BETA vs VT
+17.8%
-56.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +10.1% | +0.4% | +9.7% | +8.9% |
| 30D | 0.0% | +1.0% | -1.0% | -2.7% |
| 3M | +22.4% | +2.4% | +20.1% | +15.6% |
| 6M | +9.8% | +12.0% | -2.2% | -18.8% |
| YTD | -21.3% | +15.3% | -36.6% | -48.6% |
| All | -38.3% | +17.8% | -56.1% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling