+56.4%
LADR vs VT
+219.2%
-162.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.5% |
| 7D | -3.4% | +0.4% | -3.8% | -4.0% |
| 30D | +2.2% | -2.6% | +4.8% | +5.1% |
| 3M | -5.8% | -3.2% | -2.6% | -2.5% |
| 6M | -8.3% | +0.9% | -9.3% | -10.5% |
| YTD | -12.4% | +11.3% | -23.7% | -24.4% |
| 1Y | -7.1% | +14.0% | -21.1% | -22.3% |
| 3Y | +11.9% | +75.8% | -64.0% | -47.3% |
| 5Y | +12.0% | +57.8% | -45.8% | -39.1% |
| All | +56.4% | +219.2% | -162.7% | -54.4% |
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 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