-82.3%
EDIT vs VT
+278.1%
-360.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +2.2% | +0.4% | +1.8% | +1.3% |
| 30D | +17.5% | +1.0% | +16.5% | +15.5% |
| 3M | +8.0% | +2.4% | +5.6% | +3.5% |
| 6M | +47.5% | +12.0% | +35.5% | +21.1% |
| YTD | +57.6% | +15.3% | +42.2% | +23.5% |
| 1Y | +28.2% | +22.6% | +5.6% | -9.7% |
| 3Y | -64.4% | +74.7% | -139.1% | -85.5% |
| 5Y | -95.3% | +66.1% | -161.4% | -97.7% |
| 10Y | -80.0% | +225.0% | -305.0% | -96.1% |
| All | -82.3% | +278.1% | -360.3% | -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 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