-0.4%
LAND vs VT
+222.7%
-223.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | -0.1% | +2.9% | -3.0% | -2.3% |
| 30D | -27.0% | -2.5% | -24.5% | -25.6% |
| 3M | -12.9% | -3.3% | -9.6% | -10.7% |
| 6M | -23.3% | +1.5% | -24.8% | -24.6% |
| YTD | -19.3% | +11.4% | -30.7% | -26.3% |
| 1Y | -24.6% | +11.9% | -36.5% | -31.5% |
| 3Y | -40.6% | +73.9% | -114.5% | -62.2% |
| 5Y | -67.8% | +57.9% | -125.7% | -78.0% |
| All | -0.4% | +222.7% | -223.1% | -51.4% |
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