-86.8%
LAES vs VT
+80.6%
-167.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +0.3% |
| 7D | -11.7% | -0.3% | -11.4% | -10.9% |
| 30D | -40.7% | -1.4% | -39.2% | -38.2% |
| 3M | -43.7% | -1.4% | -42.3% | -41.1% |
| 6M | -51.9% | +5.5% | -57.3% | -56.3% |
| YTD | -62.2% | +12.8% | -75.0% | -70.1% |
| 1Y | -75.8% | +15.4% | -91.2% | -81.6% |
| 3Y | -4.7% | +76.9% | -81.5% | -50.7% |
| All | -86.8% | +80.6% | -167.5% | -90.5% |
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