-95.2%
EDIT vs VT
+66.2%
-161.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +2.2% | +0.4% | +1.8% | +1.1% |
| 30D | +17.5% | +1.0% | +16.5% | +15.1% |
| 3M | +8.0% | +2.4% | +5.6% | +2.1% |
| 6M | +47.5% | +12.0% | +35.5% | +14.6% |
| YTD | +57.6% | +15.3% | +42.2% | +15.3% |
| 1Y | +28.2% | +22.6% | +5.6% | -18.2% |
| 3Y | -64.4% | +74.7% | -139.1% | -88.9% |
| All | -95.2% | +66.2% | -161.3% | -98.1% |
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