-11.4%
F vs VT
+53.2%
-64.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +4.3% |
| 7D | +1.4% | -4.2% | +5.5% | +7.0% |
| 30D | +2.0% | -5.8% | +7.8% | +10.1% |
| 3M | -10.4% | -5.2% | -5.1% | -3.9% |
| 6M | +9.7% | +0.1% | +9.6% | +9.0% |
| YTD | -1.2% | +8.2% | -9.4% | -11.7% |
| 1Y | 0.0% | +10.1% | -10.1% | -12.7% |
| 3Y | +41.1% | +69.7% | -28.6% | -34.8% |
| 5Y | -11.4% | +53.4% | -64.8% | -51.0% |
| All | -11.4% | +53.2% | -64.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling