+454.7%
FORM vs VT
+374.2%
+80.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +2.2% | +0.4% | +1.7% | +1.6% |
| 30D | -9.2% | +1.0% | -10.2% | -10.1% |
| 3M | -17.9% | +2.4% | -20.3% | -18.2% |
| 6M | +12.2% | +12.0% | +0.2% | +1.2% |
| YTD | +86.3% | +15.3% | +70.9% | +62.6% |
| 1Y | +258.9% | +22.6% | +236.3% | +192.5% |
| 3Y | +195.8% | +74.7% | +121.1% | +68.0% |
| 5Y | +159.9% | +66.1% | +93.7% | +62.6% |
| 10Y | +873.8% | +225.0% | +648.8% | +235.0% |
| All | +454.7% | +374.2% | +80.5% | +21.5% |
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 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