+59.8%
COPY vs VT
+35.2%
+24.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.2% |
| 30D | +3.6% | -1.7% | +5.3% | +5.0% |
| 3M | +0.8% | -2.3% | +3.1% | +2.6% |
| 6M | +8.1% | +1.5% | +6.6% | +6.2% |
| YTD | +23.1% | +12.0% | +11.1% | +10.1% |
| 1Y | +29.7% | +12.9% | +16.8% | +15.2% |
| All | +59.8% | +35.2% | +24.7% | +16.7% |
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