-100.0%
LABD vs VT
+224.5%
-324.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -2.4% | +0.4% | -2.9% | -1.0% |
| 30D | -21.8% | +1.0% | -22.8% | -18.6% |
| 3M | -51.8% | +2.4% | -54.2% | -46.3% |
| 6M | -63.8% | +12.0% | -75.8% | -40.4% |
| YTD | -69.0% | +15.3% | -84.3% | -42.7% |
| 1Y | -86.9% | +22.6% | -109.5% | -69.0% |
| 3Y | -95.3% | +74.7% | -170.0% | -43.7% |
| 5Y | -95.9% | +66.1% | -162.1% | -18.9% |
| All | -100.0% | +224.5% | -324.5% | -87.5% |
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