+58.3%
LADR vs VT
+254.1%
-195.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | +2.4% |
| 7D | -2.2% | -4.2% | +1.9% | +2.5% |
| 30D | +5.4% | -5.8% | +11.2% | +12.5% |
| 3M | -1.0% | -5.2% | +4.3% | +4.9% |
| 6M | -6.4% | +0.1% | -6.5% | -7.7% |
| YTD | -10.5% | +8.2% | -18.7% | -19.7% |
| 1Y | -6.1% | +10.1% | -16.2% | -17.5% |
| 3Y | +11.1% | +69.7% | -58.5% | -43.1% |
| 5Y | +13.9% | +53.4% | -39.5% | -34.0% |
| 10Y | +63.4% | +219.2% | -155.9% | -57.1% |
| All | +58.3% | +254.1% | -195.8% | -60.8% |
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