+432.9%
IMKTA vs VT
+374.2%
+58.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.2% | +0.4% | +0.7% | +0.8% |
| 30D | -5.4% | +1.0% | -6.4% | -6.1% |
| 3M | -4.5% | +2.4% | -6.9% | -6.6% |
| 6M | -2.9% | +12.0% | -14.9% | -11.5% |
| YTD | +21.9% | +15.3% | +6.6% | +8.5% |
| 1Y | +18.8% | +22.6% | -3.8% | +0.8% |
| 3Y | +9.5% | +74.7% | -65.1% | -30.3% |
| 5Y | +23.6% | +66.1% | -42.5% | -19.5% |
| 10Y | +145.6% | +225.0% | -79.4% | -14.1% |
| All | +432.9% | +374.2% | +58.8% | +22.3% |
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