+79.4%
III vs VT
+215.5%
-136.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -3.0% | -2.3% | -0.6% | -0.6% |
| 30D | +2.2% | -5.0% | +7.2% | +7.8% |
| 3M | +19.4% | -4.9% | +24.3% | +25.8% |
| 6M | +45.8% | -1.5% | +47.3% | +46.4% |
| YTD | +5.6% | +8.5% | -2.8% | -4.8% |
| 1Y | +6.3% | +11.4% | -5.1% | -7.0% |
| 3Y | +60.3% | +70.1% | -9.8% | -14.7% |
| 5Y | -20.6% | +53.7% | -74.3% | -51.9% |
| All | +79.4% | +215.5% | -136.2% | -44.7% |
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 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