-23.6%
BETA vs VT
+10.5%
-34.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +52.4% |
| 3M | +19.4% | -4.9% | +24.2% | +35.8% |
| 6M | +49.4% | -1.5% | +51.0% | +55.5% |
| YTD | -3.9% | +8.5% | -12.3% | -26.3% |
| 1Y | -23.6% | +11.4% | -35.0% | -48.3% |
| All | -23.6% | +10.5% | -34.1% | -48.3% |
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