+85.2%
FORM vs VT
+53.4%
+31.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.6% |
| 7D | -7.3% | -2.3% | -5.0% | -2.2% |
| 30D | -42.0% | -5.0% | -37.0% | -34.4% |
| 3M | -29.6% | -4.9% | -24.7% | -20.5% |
| 6M | -45.6% | -1.5% | -44.1% | -40.5% |
| YTD | +45.4% | +8.5% | +36.9% | +33.5% |
| 1Y | +49.6% | +11.4% | +38.2% | +31.0% |
| 3Y | +131.1% | +70.1% | +61.0% | +1.7% |
| All | +85.2% | +53.4% | +31.8% | +5.9% |
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