-16.8%
LAES vs VT
+69.4%
-86.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -3.1% |
| 7D | -21.7% | -4.2% | -17.5% | -11.3% |
| 30D | -49.2% | -5.8% | -43.4% | -39.6% |
| 3M | -50.0% | -5.2% | -44.8% | -41.2% |
| 6M | -57.7% | +0.1% | -57.9% | -56.1% |
| YTD | -67.5% | +8.2% | -75.7% | -72.0% |
| 1Y | -81.3% | +10.1% | -91.4% | -84.4% |
| All | -16.8% | +69.4% | -86.1% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling