+177.5%
L vs VT
+214.8%
-37.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +3.4% |
| 7D | -0.5% | -4.2% | +3.7% | +3.5% |
| 30D | +4.4% | -5.8% | +10.2% | +10.2% |
| 3M | -3.9% | -5.2% | +1.3% | +0.7% |
| 6M | +4.8% | +0.1% | +4.6% | +3.1% |
| YTD | +5.7% | +8.2% | -2.5% | -4.5% |
| 1Y | +10.4% | +10.1% | +0.3% | -2.1% |
| 3Y | +70.4% | +69.7% | +0.7% | -6.9% |
| 5Y | +97.5% | +53.4% | +44.2% | +20.0% |
| All | +177.5% | +214.8% | -37.3% | -20.5% |
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