-92.1%
LABU vs VT
+210.7%
-302.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.5% |
| 7D | -0.4% | -1.6% | +1.2% | +5.6% |
| 30D | -3.0% | -2.5% | -0.5% | +6.9% |
| 3M | +5.8% | -1.3% | +7.1% | +12.8% |
| 6M | +38.9% | +3.1% | +35.8% | +27.3% |
| YTD | +51.3% | +10.9% | +40.4% | +10.1% |
| 1Y | +100.5% | +12.1% | +88.4% | +41.6% |
| 3Y | +262.6% | +73.9% | +188.7% | -37.0% |
| 5Y | -81.4% | +58.0% | -139.3% | -93.0% |
| 10Y | -49.5% | +225.5% | -275.0% | -97.5% |
| All | -92.1% | +210.7% | -302.7% | -99.4% |
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