+88.5%
III vs VT
+220.7%
-132.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +5.9% | -3.1% | +8.9% | +9.3% |
| 3M | +19.4% | -3.5% | +22.9% | +23.7% |
| 6M | +54.7% | +0.5% | +54.2% | +52.0% |
| YTD | +9.4% | +10.8% | -1.4% | -3.7% |
| 1Y | +22.6% | +11.9% | +10.7% | +6.8% |
| 3Y | +66.8% | +73.0% | -6.2% | -13.0% |
| 5Y | -20.5% | +58.6% | -79.1% | -53.6% |
| All | +88.5% | +220.7% | -132.1% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling