+231.3%
FV vs VT
+215.5%
+15.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -7.1% | -2.3% | -4.8% | -4.6% |
| 30D | -5.7% | -5.0% | -0.8% | -0.2% |
| 3M | -2.1% | -4.9% | +2.7% | +3.5% |
| 6M | +1.5% | -1.5% | +3.0% | +3.3% |
| YTD | +11.0% | +8.5% | +2.5% | +1.3% |
| 1Y | +15.4% | +11.4% | +4.0% | +2.3% |
| 3Y | +61.0% | +70.1% | -9.1% | -10.1% |
| 5Y | +41.5% | +53.7% | -12.2% | -11.4% |
| All | +231.3% | +215.5% | +15.8% | -7.5% |
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 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