+56.7%
III vs VT
+363.9%
-307.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | +4.5% | -1.4% | +5.9% | +5.4% |
| 3M | +40.0% | -1.4% | +41.4% | +41.2% |
| 6M | +50.4% | +5.5% | +45.0% | +44.5% |
| YTD | +8.5% | +12.8% | -4.3% | -0.1% |
| 1Y | +6.9% | +15.4% | -8.5% | -2.9% |
| 3Y | +60.8% | +76.9% | -16.1% | +11.1% |
| 5Y | -12.0% | +60.4% | -72.4% | -34.9% |
| 10Y | +87.0% | +232.8% | -145.8% | -1.2% |
| All | +56.7% | +363.9% | -307.2% | -28.3% |
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