-30.8%
DOW vs VT
+57.4%
-88.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -3.6% |
| 7D | -9.4% | +0.4% | -9.8% | -9.9% |
| 30D | +8.9% | -2.6% | +11.5% | +11.1% |
| 3M | +6.7% | -3.2% | +10.0% | +9.2% |
| 6M | -14.2% | +0.9% | -15.1% | -16.4% |
| YTD | +36.9% | +11.3% | +25.6% | +19.3% |
| 1Y | +45.8% | +14.0% | +31.8% | +23.7% |
| 3Y | -23.9% | +75.8% | -99.7% | -57.3% |
| 5Y | -30.8% | +57.8% | -88.6% | -58.6% |
| All | -30.8% | +57.4% | -88.1% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling