+248.4%
CASH vs VT
+231.8%
+16.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.3% |
| 30D | +7.6% | -1.4% | +9.1% | +9.3% |
| 3M | -11.7% | -1.4% | -10.3% | -10.4% |
| 6M | -7.7% | +5.5% | -13.2% | -14.3% |
| YTD | +11.5% | +12.8% | -1.3% | -5.0% |
| 1Y | +18.2% | +15.4% | +2.8% | -2.1% |
| 3Y | +63.9% | +76.9% | -12.9% | -21.4% |
| 5Y | +33.8% | +60.4% | -26.6% | -26.2% |
| 10Y | +248.4% | +232.8% | +15.6% | -13.0% |
| All | +248.4% | +231.8% | +16.5% | -13.0% |
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