+29.6%
FORM vs VT
+10.7%
+18.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.1% | -11.7% | -2.9% |
| 7D | -26.4% | -4.2% | -22.2% | -15.1% |
| 30D | -49.2% | -5.8% | -43.4% | -37.5% |
| 3M | -37.3% | -5.2% | -32.0% | -24.4% |
| 6M | -50.5% | +0.1% | -50.6% | -46.6% |
| YTD | +28.6% | +8.2% | +20.4% | +17.4% |
| 1Y | +29.6% | +10.1% | +19.5% | +14.5% |
| All | +29.6% | +10.7% | +18.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling