+763.0%
FORM vs VT
+215.5%
+547.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.6% |
| 7D | -7.3% | -2.3% | -5.0% | -2.8% |
| 30D | -42.0% | -5.0% | -37.0% | -35.4% |
| 3M | -29.6% | -4.9% | -24.7% | -21.7% |
| 6M | -45.6% | -1.5% | -44.1% | -41.1% |
| YTD | +45.4% | +8.5% | +36.9% | +34.9% |
| 1Y | +49.6% | +11.4% | +38.2% | +33.0% |
| 3Y | +131.1% | +70.1% | +61.0% | +9.0% |
| 5Y | +82.7% | +53.7% | +28.9% | +5.2% |
| All | +763.0% | +215.5% | +547.5% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling