+217.4%
FUND vs VT
+214.8%
+2.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | +0.1% |
| 7D | -2.4% | -4.2% | +1.8% | +1.4% |
| 30D | +0.3% | -5.8% | +6.1% | +5.8% |
| 3M | -1.4% | -5.2% | +3.9% | +3.5% |
| 6M | -0.9% | +0.1% | -1.1% | -1.5% |
| YTD | +17.8% | +8.2% | +9.6% | +8.9% |
| 1Y | +27.3% | +10.1% | +17.1% | +15.8% |
| 3Y | +60.4% | +69.7% | -9.3% | -2.4% |
| 5Y | +54.9% | +53.4% | +1.5% | +2.9% |
| All | +217.4% | +214.8% | +2.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling