-20.7%
IPO vs VT
+66.2%
-86.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.2% | +0.4% | +1.8% | +1.4% |
| 30D | -0.1% | +1.0% | -1.1% | -1.7% |
| 3M | -4.0% | +2.4% | -6.3% | -7.3% |
| 6M | +25.1% | +12.0% | +13.1% | +3.2% |
| YTD | +19.4% | +15.3% | +4.0% | -6.4% |
| 1Y | +10.0% | +22.6% | -12.6% | -22.3% |
| 3Y | +66.3% | +74.7% | -8.4% | -37.3% |
| All | -20.7% | +66.2% | -86.9% | -65.2% |
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