+260.9%
FUNC vs VT
+356.1%
-95.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +5.8% | -2.5% | +8.3% | +6.7% |
| 3M | +3.5% | -1.3% | +4.9% | +3.9% |
| 6M | +24.6% | +3.1% | +21.5% | +23.1% |
| YTD | +25.7% | +10.9% | +14.7% | +21.0% |
| 1Y | +34.8% | +12.1% | +22.8% | +29.3% |
| 3Y | +194.7% | +73.9% | +120.8% | +146.0% |
| 5Y | +171.6% | +58.0% | +113.7% | +132.1% |
| 10Y | +414.9% | +225.5% | +189.4% | +268.4% |
| All | +260.9% | +356.1% | -95.2% | +116.8% |
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 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