+17.5%
FOR vs VT
+356.1%
-338.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -10.5% | -1.6% | -8.9% | -8.3% |
| 30D | -8.7% | -2.5% | -6.2% | -5.4% |
| 3M | -18.7% | -1.3% | -17.4% | -17.2% |
| 6M | -14.5% | +3.1% | -17.6% | -18.8% |
| YTD | -4.6% | +10.9% | -15.5% | -18.9% |
| 1Y | -8.3% | +12.1% | -20.4% | -23.3% |
| 3Y | -11.2% | +73.9% | -85.1% | -61.5% |
| 5Y | +13.3% | +58.0% | -44.7% | -43.8% |
| 10Y | +116.6% | +225.5% | -108.9% | -67.8% |
| All | +17.5% | +356.1% | -338.6% | -89.3% |
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