-93.7%
EDIT vs VT
+53.4%
-147.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.3% |
| 7D | -3.7% | -2.3% | -1.4% | +1.6% |
| 30D | -6.5% | -5.0% | -1.6% | +5.8% |
| 3M | -11.4% | -4.9% | -6.5% | +0.7% |
| 6M | -19.1% | -1.5% | -17.5% | -15.0% |
| YTD | +25.4% | +8.5% | +16.9% | +7.1% |
| 1Y | -4.5% | +11.4% | -15.8% | -23.2% |
| 3Y | -69.1% | +70.1% | -139.1% | -89.4% |
| All | -93.7% | +53.4% | -147.1% | -97.1% |
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