+291.3%
IR vs VT
+193.8%
+97.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | +0.4% | -3.3% | -3.3% |
| 30D | -15.1% | +1.0% | -16.1% | -16.2% |
| 3M | +6.1% | +2.4% | +3.7% | +2.8% |
| 6M | -16.8% | +12.0% | -28.8% | -27.7% |
| YTD | -3.5% | +15.3% | -18.9% | -19.2% |
| 1Y | -3.5% | +22.6% | -26.1% | -25.0% |
| 3Y | +9.5% | +74.7% | -65.2% | -44.2% |
| 5Y | +45.1% | +66.1% | -21.1% | -20.7% |
| All | +291.3% | +193.8% | +97.4% | +10.8% |
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