-86.2%
LAB vs VT
+226.2%
-312.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -1.6% | 0.0% | +0.7% |
| 30D | -17.6% | -2.5% | -15.1% | -14.3% |
| 3M | -29.9% | -1.3% | -28.6% | -28.7% |
| 6M | -35.1% | +3.1% | -38.2% | -38.3% |
| YTD | -52.3% | +10.9% | -63.3% | -59.3% |
| 1Y | -50.8% | +12.1% | -62.9% | -58.6% |
| 3Y | -70.8% | +73.9% | -144.7% | -86.2% |
| 5Y | -88.1% | +58.0% | -146.1% | -93.4% |
| All | -86.2% | +226.2% | -312.4% | -96.5% |
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