-86.9%
LAES vs VT
+77.4%
-164.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -0.9% |
| 7D | +3.6% | -0.1% | +3.8% | +5.3% |
| 30D | -32.7% | -3.1% | -29.6% | -26.2% |
| 3M | -44.5% | -3.5% | -41.0% | -38.2% |
| 6M | -51.4% | +0.5% | -51.8% | -50.0% |
| YTD | -62.4% | +10.8% | -73.2% | -68.6% |
| 1Y | -76.2% | +11.9% | -88.1% | -80.3% |
| 3Y | +12.7% | +73.0% | -60.3% | -38.3% |
| All | -86.9% | +77.4% | -164.3% | -90.1% |
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