+41.6%
D vs VT
+215.5%
-173.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +3.0% | -2.3% | +5.3% | +4.2% |
| 30D | +11.5% | -5.0% | +16.4% | +14.3% |
| 3M | +3.7% | -4.9% | +8.6% | +6.3% |
| 6M | +13.5% | -1.5% | +15.1% | +13.9% |
| YTD | +20.7% | +8.5% | +12.2% | +14.5% |
| 1Y | +18.2% | +11.4% | +6.9% | +10.4% |
| 3Y | +73.3% | +70.1% | +3.2% | +24.6% |
| 5Y | +12.3% | +53.7% | -41.5% | -15.0% |
| All | +41.6% | +215.5% | -173.9% | -36.3% |
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