+28.0%
KODK vs VT
+66.2%
-38.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 6M | +34.2% | +12.0% | +22.2% | +7.8% |
| YTD | +9.8% | +15.3% | -5.5% | -16.5% |
| 1Y | +60.4% | +22.6% | +37.9% | +10.0% |
| 3Y | +111.6% | +74.7% | +36.9% | -19.9% |
| All | +28.0% | +66.2% | -38.2% | -42.7% |
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