-20.0%
III vs VT
+53.2%
-73.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.9% |
| 7D | -2.0% | -4.2% | +2.2% | +2.0% |
| 30D | +4.4% | -5.8% | +10.2% | +10.4% |
| 3M | +41.1% | -5.2% | +46.4% | +48.3% |
| 6M | +46.1% | +0.1% | +45.9% | +43.9% |
| YTD | +6.4% | +8.2% | -1.9% | -3.2% |
| 1Y | +5.9% | +10.1% | -4.2% | -5.3% |
| 3Y | +57.6% | +69.7% | -12.0% | -13.0% |
| 5Y | -20.0% | +53.4% | -73.4% | -48.9% |
| All | -20.0% | +53.2% | -73.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling