-92.0%
LAB vs VT
+224.5%
-316.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +7.8% | +0.4% | +7.4% | +7.1% |
| 30D | -11.5% | +1.0% | -12.5% | -12.7% |
| 3M | -45.7% | +2.4% | -48.0% | -47.9% |
| 6M | -34.9% | +12.0% | -46.9% | -45.4% |
| YTD | -46.1% | +15.3% | -61.4% | -56.6% |
| 1Y | -46.5% | +22.6% | -69.1% | -60.5% |
| 3Y | -77.4% | +74.7% | -152.0% | -89.5% |
| 5Y | -90.4% | +66.1% | -156.5% | -95.1% |
| All | -92.0% | +224.5% | -316.5% | -98.5% |
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