-36.8%
KODK vs VT
+229.8%
-266.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +2.9% |
| 7D | +0.2% | -1.1% | +1.3% | +2.0% |
| 30D | -8.1% | -1.0% | -7.1% | -6.7% |
| 3M | -3.8% | +3.2% | -7.0% | -8.4% |
| 6M | +34.0% | +12.5% | +21.5% | +10.3% |
| YTD | +10.0% | +14.1% | -4.0% | -11.3% |
| 1Y | +55.2% | +18.9% | +36.3% | +18.3% |
| 3Y | +127.1% | +74.1% | +53.0% | +2.0% |
| 5Y | +33.0% | +66.9% | -33.9% | -33.7% |
| All | -36.8% | +229.8% | -266.6% | -86.9% |
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 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