+610.2%
GRID vs VT
+438.9%
+171.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | -4.1% | +1.0% | -5.1% | -5.1% |
| 3M | -8.8% | +2.4% | -11.2% | -10.7% |
| 6M | +5.2% | +12.0% | -6.8% | -6.3% |
| YTD | +17.5% | +15.3% | +2.2% | +1.5% |
| 1Y | +26.5% | +22.6% | +4.0% | +2.5% |
| 3Y | +82.9% | +74.7% | +8.2% | +2.3% |
| 5Y | +89.5% | +66.1% | +23.3% | +12.5% |
| 10Y | +426.1% | +225.0% | +201.1% | +60.7% |
| All | +610.2% | +438.9% | +171.2% | +30.4% |
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