+232.7%
IRS vs VT
+53.2%
+179.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.2% |
| 7D | -17.5% | -4.2% | -13.3% | -13.7% |
| 30D | -15.1% | -5.8% | -9.3% | -9.5% |
| 3M | -18.8% | -5.2% | -13.6% | -14.0% |
| 6M | -16.4% | +0.1% | -16.5% | -16.5% |
| YTD | -26.7% | +8.2% | -35.0% | -32.4% |
| 1Y | -17.0% | +10.1% | -27.2% | -24.9% |
| 3Y | +146.6% | +69.7% | +77.0% | +49.0% |
| 5Y | +232.7% | +53.4% | +179.3% | +92.0% |
| All | +232.7% | +53.2% | +179.5% | +92.0% |
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