+127.2%
FWD vs VT
+81.0%
+46.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +1.9% |
| 7D | -6.7% | -2.3% | -4.4% | -3.0% |
| 30D | -17.6% | -5.0% | -12.6% | -10.3% |
| 3M | -15.4% | -4.9% | -10.5% | -7.9% |
| 6M | -17.5% | -1.5% | -15.9% | -14.3% |
| YTD | +6.0% | +8.5% | -2.5% | -4.9% |
| 1Y | +5.2% | +11.4% | -6.2% | -9.2% |
| 3Y | +111.9% | +70.1% | +41.8% | +0.7% |
| All | +127.2% | +81.0% | +46.2% | -2.7% |
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