-95.6%
LAB vs VT
+345.9%
-441.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -1.6% | 0.0% | +0.5% |
| 30D | -17.6% | -2.5% | -15.1% | -14.6% |
| 3M | -29.9% | -1.3% | -28.6% | -28.7% |
| 6M | -35.1% | +3.1% | -38.2% | -38.0% |
| YTD | -52.3% | +10.9% | -63.3% | -58.7% |
| 1Y | -50.8% | +12.1% | -62.9% | -57.9% |
| 3Y | -70.8% | +73.9% | -144.7% | -85.1% |
| 5Y | -88.1% | +58.0% | -146.1% | -93.0% |
| 10Y | -86.3% | +225.5% | -311.8% | -96.3% |
| All | -95.6% | +345.9% | -441.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling