+1,060.5%
CASH vs VT
+356.1%
+704.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | -1.6% | +2.7% | +2.2% |
| 30D | +4.4% | -2.5% | +6.9% | +6.2% |
| 3M | -14.8% | -1.3% | -13.5% | -14.2% |
| 6M | -10.6% | +3.1% | -13.7% | -12.8% |
| YTD | +9.0% | +10.9% | -1.9% | +1.0% |
| 1Y | +14.7% | +12.1% | +2.7% | +5.6% |
| 3Y | +60.3% | +73.9% | -13.6% | +9.8% |
| 5Y | +31.0% | +58.0% | -27.0% | -3.3% |
| 10Y | +238.5% | +225.5% | +13.0% | +79.7% |
| All | +1,060.5% | +356.1% | +704.4% | +431.4% |
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 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