+124.9%
KODK vs VT
+77.9%
+47.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +2.8% | +0.4% | +2.3% | +2.0% |
| 30D | -5.8% | +1.0% | -6.8% | -7.3% |
| 3M | -4.5% | +2.4% | -6.9% | -8.5% |
| 6M | +34.2% | +12.0% | +22.2% | +7.7% |
| YTD | +9.8% | +15.3% | -5.5% | -17.0% |
| 1Y | +60.4% | +22.6% | +37.9% | +8.1% |
| All | +124.9% | +77.9% | +47.1% | -24.4% |
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