-23.8%
GENVR vs VT
+40.5%
-64.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.6% | -18.2% |
| 7D | +62.6% | -2.3% | +64.9% | +78.1% |
| 30D | +253.5% | -5.0% | +258.4% | +318.3% |
| 3M | +20.2% | -4.9% | +25.0% | +47.6% |
| 6M | +660.0% | -1.5% | +661.5% | +733.0% |
| YTD | -32.7% | +8.5% | -41.2% | -42.5% |
| 1Y | -23.2% | +11.4% | -34.6% | -38.5% |
| All | -23.8% | +40.5% | -64.3% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling