+33.7%
III vs VT
+374.2%
-340.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.1% | +0.4% | +1.6% | +1.8% |
| 30D | +22.9% | +1.0% | +21.9% | +22.2% |
| 3M | +21.9% | +2.4% | +19.5% | +19.6% |
| 6M | +10.4% | +12.0% | -1.6% | +2.1% |
| YTD | -7.4% | +15.3% | -22.7% | -15.8% |
| 1Y | +2.9% | +22.6% | -19.7% | -10.0% |
| 3Y | +17.3% | +74.7% | -57.4% | -18.3% |
| 5Y | -15.2% | +66.1% | -81.4% | -38.5% |
| 10Y | +66.8% | +225.0% | -158.2% | -11.6% |
| All | +33.7% | +374.2% | -340.5% | -39.6% |
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