-100.0%
LABD vs VT
+210.7%
-310.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.8% | -5.6% |
| 7D | -0.8% | -1.6% | +0.8% | -6.3% |
| 30D | -5.5% | -2.5% | -3.0% | -12.7% |
| 3M | -23.0% | -1.3% | -21.7% | -24.4% |
| 6M | -52.3% | +3.1% | -55.4% | -43.6% |
| YTD | -65.6% | +10.9% | -76.6% | -43.1% |
| 1Y | -75.8% | +12.1% | -87.8% | -57.8% |
| 3Y | -96.2% | +73.9% | -170.1% | -53.5% |
| 5Y | -95.2% | +58.0% | -153.1% | -16.7% |
| 10Y | -100.0% | +225.5% | -325.5% | -88.4% |
| All | -100.0% | +210.7% | -310.7% | -88.3% |
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