+431.6%
GOLF vs VT
+213.1%
+218.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.7% |
| 7D | -5.3% | -2.3% | -3.0% | -3.3% |
| 30D | +0.2% | -5.0% | +5.2% | +5.0% |
| 3M | -13.7% | -4.9% | -8.8% | -9.8% |
| 6M | -5.5% | -1.5% | -4.0% | -4.8% |
| YTD | +2.0% | +8.5% | -6.5% | -6.7% |
| 1Y | +5.2% | +11.4% | -6.2% | -6.1% |
| 3Y | +50.7% | +70.1% | -19.3% | -10.2% |
| 5Y | +50.5% | +53.7% | -3.2% | -1.0% |
| 10Y | +435.8% | +220.0% | +215.9% | +93.6% |
| All | +431.6% | +213.1% | +218.5% | +93.3% |
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