+43.8%
IR vs VT
+53.2%
-9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.4% |
| 7D | +2.3% | -4.2% | +6.5% | +7.8% |
| 30D | +3.3% | -5.8% | +9.1% | +11.3% |
| 3M | -9.0% | -5.2% | -3.8% | -2.8% |
| 6M | +8.0% | +0.1% | +7.9% | +7.4% |
| YTD | +3.4% | +8.2% | -4.8% | -6.9% |
| 1Y | +4.5% | +10.1% | -5.6% | -7.9% |
| 3Y | +25.6% | +69.7% | -44.1% | -35.0% |
| 5Y | +43.8% | +53.4% | -9.6% | -14.2% |
| All | +43.8% | +53.2% | -9.4% | -14.2% |
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