+167.3%
GREK vs VT
+411.4%
-244.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.4% |
| 30D | +5.9% | +1.0% | +4.9% | +4.6% |
| 3M | +19.4% | +2.4% | +17.0% | +15.7% |
| 6M | +31.3% | +12.0% | +19.3% | +13.7% |
| YTD | +32.9% | +15.3% | +17.6% | +10.9% |
| 1Y | +41.4% | +22.6% | +18.8% | +8.7% |
| 3Y | +161.5% | +74.7% | +86.8% | +23.9% |
| 5Y | +252.8% | +66.1% | +186.7% | +77.6% |
| 10Y | +403.0% | +225.0% | +177.9% | -6.9% |
| All | +167.3% | +411.4% | -244.1% | -72.3% |
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