+149.5%
IRS vs VT
+69.4%
+80.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +3.0% |
| 7D | -17.5% | -4.2% | -13.3% | -13.0% |
| 30D | -15.1% | -5.8% | -9.3% | -8.5% |
| 3M | -18.8% | -5.2% | -13.6% | -13.2% |
| 6M | -16.4% | +0.1% | -16.5% | -16.8% |
| YTD | -26.7% | +8.2% | -35.0% | -33.7% |
| 1Y | -17.0% | +10.1% | -27.2% | -26.7% |
| All | +149.5% | +69.4% | +80.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling