+44.4%
EXC vs VT
+371.8%
-327.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.6% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | -1.0% | +4.5% | -5.5% | -4.2% |
| 6M | -9.3% | +14.1% | -23.3% | -17.6% |
| YTD | +3.6% | +14.8% | -11.1% | -6.5% |
| 1Y | +5.9% | +21.2% | -15.3% | -8.2% |
| 3Y | +21.3% | +76.6% | -55.3% | -20.9% |
| 5Y | +46.2% | +66.6% | -20.4% | -2.0% |
| 10Y | +151.5% | +222.3% | -70.8% | +5.7% |
| All | +44.4% | +371.8% | -327.4% | -61.2% |
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