+64.0%
CASH vs VT
+76.6%
-12.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.9% |
| 7D | +4.0% | -0.3% | +4.3% | +4.2% |
| 30D | +7.6% | -1.4% | +9.1% | +8.8% |
| 3M | -11.7% | -1.4% | -10.3% | -10.8% |
| 6M | -7.7% | +5.5% | -13.2% | -12.5% |
| YTD | +11.5% | +12.8% | -1.3% | -0.6% |
| 1Y | +18.2% | +15.4% | +2.8% | +3.2% |
| All | +64.0% | +76.6% | -12.6% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling