-33.2%
BETA vs VT
+10.5%
-43.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | +5.4% |
| 7D | +16.9% | -4.2% | +21.1% | +30.2% |
| 30D | +15.1% | -5.8% | +20.9% | +34.2% |
| 3M | +8.3% | -5.2% | +13.6% | +24.5% |
| 6M | +40.0% | +0.1% | +39.9% | +38.6% |
| YTD | -14.7% | +8.2% | -23.0% | -34.2% |
| 1Y | -34.6% | +10.1% | -44.8% | -53.2% |
| All | -33.2% | +10.5% | -43.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling