+480.1%
F vs VT
+374.2%
+105.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.4% | +4.9% | +4.8% |
| 30D | +4.6% | +1.0% | +3.6% | +3.5% |
| 3M | -3.7% | +2.4% | -6.0% | -6.4% |
| 6M | +16.8% | +12.0% | +4.8% | +2.5% |
| YTD | +15.3% | +15.3% | 0.0% | -2.2% |
| 1Y | +31.0% | +22.6% | +8.4% | +3.6% |
| 3Y | +45.4% | +74.7% | -29.2% | -23.6% |
| 5Y | +54.7% | +66.1% | -11.5% | -11.2% |
| 10Y | +98.2% | +225.0% | -126.8% | -45.2% |
| All | +480.1% | +374.2% | +105.9% | +46.1% |
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