+207.7%
E vs VT
+224.5%
-16.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.5% | +0.4% | +1.0% | +1.0% |
| 30D | +1.4% | +1.0% | +0.4% | +0.4% |
| 3M | -1.5% | +2.4% | -3.9% | -4.4% |
| 6M | +17.2% | +12.0% | +5.2% | +3.1% |
| YTD | +44.5% | +15.3% | +29.1% | +23.3% |
| 1Y | +57.2% | +22.6% | +34.6% | +25.8% |
| 3Y | +99.3% | +74.7% | +24.7% | +7.9% |
| 5Y | +188.2% | +66.1% | +122.1% | +63.7% |
| All | +207.7% | +224.5% | -16.8% | -18.9% |
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