-34.7%
IPO vs VT
+53.2%
-87.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.1% | -0.8% |
| 7D | -13.8% | -4.2% | -9.6% | -6.7% |
| 30D | -20.8% | -5.8% | -15.0% | -11.4% |
| 3M | -20.1% | -5.2% | -14.9% | -11.4% |
| 6M | -14.9% | +0.1% | -15.1% | -14.0% |
| YTD | -4.5% | +8.2% | -12.8% | -15.7% |
| 1Y | -9.0% | +10.1% | -19.2% | -22.0% |
| 3Y | +38.1% | +69.7% | -31.6% | -45.4% |
| 5Y | -34.7% | +53.4% | -88.0% | -66.9% |
| All | -34.7% | +53.2% | -87.9% | -66.9% |
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