+10.1%
C vs VT
+374.2%
-364.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +0.4% | +3.2% | +2.9% |
| 30D | +0.1% | +1.0% | -0.9% | -1.5% |
| 3M | +2.4% | +2.4% | 0.0% | -1.5% |
| 6M | +24.9% | +12.0% | +12.9% | +4.0% |
| YTD | +19.8% | +15.3% | +4.5% | -4.6% |
| 1Y | +44.9% | +22.6% | +22.3% | +4.7% |
| 3Y | +263.0% | +74.7% | +188.3% | +50.0% |
| 5Y | +129.5% | +66.1% | +63.4% | +0.9% |
| 10Y | +291.6% | +225.0% | +66.6% | -40.9% |
| All | +10.1% | +374.2% | -364.1% | -86.1% |
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