+157.1%
FORM vs VT
+66.2%
+90.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +2.2% | +0.4% | +1.7% | +1.3% |
| 30D | -9.2% | +1.0% | -10.2% | -10.8% |
| 3M | -17.9% | +2.4% | -20.3% | -19.0% |
| 6M | +12.2% | +12.0% | +0.2% | -5.8% |
| YTD | +86.3% | +15.3% | +70.9% | +48.3% |
| 1Y | +258.9% | +22.6% | +236.3% | +155.7% |
| 3Y | +195.8% | +74.7% | +121.1% | +19.0% |
| All | +157.1% | +66.2% | +90.9% | +24.8% |
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