+125.9%
E vs VT
+363.9%
-237.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -4.9% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | +3.5% | -1.4% | +4.9% | +4.8% |
| 3M | +7.0% | -1.4% | +8.4% | +7.9% |
| 6M | +3.0% | +5.5% | -2.5% | -4.6% |
| YTD | +54.3% | +12.8% | +41.4% | +31.2% |
| 1Y | +61.1% | +15.4% | +45.7% | +33.3% |
| 3Y | +100.8% | +76.9% | +24.0% | +0.1% |
| 5Y | +155.6% | +60.4% | +95.2% | +40.6% |
| 10Y | +256.0% | +232.8% | +23.2% | -15.9% |
| All | +125.9% | +363.9% | -237.9% | -66.2% |
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