+283.1%
FORM vs VT
+345.0%
-61.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.1% | -11.7% | -10.6% |
| 7D | -26.4% | -4.2% | -22.2% | -21.8% |
| 30D | -49.2% | -5.8% | -43.4% | -44.6% |
| 3M | -37.3% | -5.2% | -32.0% | -32.0% |
| 6M | -50.5% | +0.1% | -50.6% | -48.6% |
| YTD | +28.6% | +8.2% | +20.4% | +23.0% |
| 1Y | +29.6% | +10.1% | +19.5% | +21.7% |
| 3Y | +113.1% | +69.7% | +43.5% | +27.5% |
| 5Y | +61.6% | +53.4% | +8.2% | +12.5% |
| 10Y | +706.3% | +219.2% | +487.1% | +190.2% |
| All | +283.1% | +345.0% | -61.9% | -8.1% |
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