+51.9%
EXC vs VT
+363.9%
-312.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.5% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | +13.3% | -1.4% | +14.7% | +14.2% |
| 3M | +1.8% | -1.4% | +3.2% | +2.6% |
| 6M | +1.1% | +5.5% | -4.4% | -3.1% |
| YTD | +9.0% | +12.8% | -3.8% | -0.7% |
| 1Y | +3.4% | +15.4% | -12.1% | -7.4% |
| 3Y | +27.7% | +76.9% | -49.2% | -17.0% |
| 5Y | +43.1% | +60.4% | -17.3% | -1.6% |
| 10Y | +182.0% | +232.8% | -50.8% | +15.9% |
| All | +51.9% | +363.9% | -312.0% | -58.7% |
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