+319.4%
IR vs VT
+175.7%
+143.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.3% |
| 7D | +2.3% | -4.2% | +6.5% | +7.6% |
| 30D | +3.3% | -5.8% | +9.1% | +11.1% |
| 3M | -9.0% | -5.2% | -3.8% | -2.9% |
| 6M | +8.0% | +0.1% | +7.9% | +7.5% |
| YTD | +3.4% | +8.2% | -4.8% | -6.4% |
| 1Y | +4.5% | +10.1% | -5.6% | -7.4% |
| 3Y | +25.6% | +69.7% | -44.1% | -33.8% |
| 5Y | +43.8% | +53.4% | -9.6% | -13.4% |
| All | +319.4% | +175.7% | +143.7% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling