-24.7%
BETA vs VT
+10.8%
-35.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.5% | +12.2% |
| 7D | +35.3% | -2.3% | +37.6% | +43.3% |
| 30D | +33.9% | -5.0% | +38.8% | +52.5% |
| 3M | +19.4% | -4.9% | +24.2% | +35.9% |
| 6M | +49.4% | -1.5% | +51.0% | +55.6% |
| YTD | -3.9% | +8.5% | -12.3% | -26.2% |
| 1Y | -23.6% | +11.4% | -35.0% | -48.1% |
| All | -24.7% | +10.8% | -35.4% | -47.8% |
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