+52.9%
EXC vs VT
+345.0%
-292.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +3.3% |
| 7D | +1.4% | -4.2% | +5.5% | +4.1% |
| 30D | +11.6% | -5.8% | +17.4% | +15.9% |
| 3M | +2.7% | -5.2% | +7.9% | +6.1% |
| 6M | +2.7% | +0.1% | +2.5% | +1.7% |
| YTD | +9.7% | +8.2% | +1.5% | +2.6% |
| 1Y | +4.5% | +10.1% | -5.6% | -3.5% |
| 3Y | +28.5% | +69.7% | -41.2% | -14.2% |
| 5Y | +43.9% | +53.4% | -9.4% | +1.9% |
| 10Y | +183.7% | +219.2% | -35.5% | +19.7% |
| All | +52.9% | +345.0% | -292.1% | -57.4% |
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