+189.3%
EOD vs VT
+345.0%
-155.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.4% |
| 7D | -3.4% | -4.2% | +0.8% | 0.0% |
| 30D | -5.6% | -5.8% | +0.2% | -1.0% |
| 3M | -5.8% | -5.2% | -0.5% | -1.6% |
| 6M | -1.1% | +0.1% | -1.3% | -1.4% |
| YTD | +11.0% | +8.2% | +2.8% | +4.0% |
| 1Y | +14.5% | +10.1% | +4.3% | +5.8% |
| 3Y | +98.6% | +69.7% | +28.9% | +29.5% |
| 5Y | +68.5% | +53.4% | +15.1% | +18.8% |
| 10Y | +207.6% | +219.2% | -11.6% | +18.1% |
| All | +189.3% | +345.0% | -155.7% | -11.1% |
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