-8.1%
LADR vs VT
+12.5%
-20.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -3.0% | -0.1% | -2.8% | -2.9% |
| 30D | +0.8% | -3.1% | +3.9% | +2.0% |
| 3M | -5.8% | -3.5% | -2.3% | -4.4% |
| 6M | -9.6% | +0.5% | -10.0% | -10.0% |
| YTD | -13.5% | +10.8% | -24.3% | -19.3% |
| 1Y | -8.1% | +11.9% | -20.0% | -14.7% |
| All | -8.1% | +12.5% | -20.5% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling