-87.2%
EDIT vs VT
+221.8%
-309.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +2.0% |
| 7D | -15.6% | +2.4% | -17.9% | -19.1% |
| 30D | -4.4% | -1.5% | -2.9% | -0.8% |
| 3M | -22.8% | -4.1% | -18.7% | -15.1% |
| 6M | -25.2% | +0.6% | -25.7% | -24.8% |
| YTD | +5.9% | +11.0% | -5.2% | -10.1% |
| 1Y | -14.6% | +13.3% | -27.9% | -30.2% |
| 3Y | -71.6% | +73.4% | -145.0% | -88.3% |
| 5Y | -94.3% | +57.4% | -151.7% | -97.0% |
| All | -87.2% | +221.8% | -309.0% | -97.8% |
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