+164.3%
FWD vs VT
+92.4%
+71.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.7% |
| 30D | -1.8% | +1.0% | -2.8% | -3.3% |
| 3M | -11.0% | +2.4% | -13.4% | -13.6% |
| 6M | +11.8% | +12.0% | -0.2% | -5.3% |
| YTD | +23.3% | +15.3% | +7.9% | -0.1% |
| 1Y | +38.5% | +22.6% | +15.9% | +2.7% |
| 3Y | +128.1% | +74.7% | +53.4% | +2.9% |
| All | +164.3% | +92.4% | +71.9% | +2.2% |
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