+3.1%
LAND vs VT
+223.7%
-220.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.5% |
| 7D | -5.9% | +0.4% | -6.3% | -6.3% |
| 30D | -26.0% | -2.6% | -23.4% | -24.6% |
| 3M | -15.0% | -3.2% | -11.7% | -12.9% |
| 6M | -25.9% | +0.9% | -26.9% | -26.9% |
| YTD | -19.8% | +11.3% | -31.1% | -26.8% |
| 1Y | -21.0% | +14.0% | -35.0% | -29.3% |
| 3Y | -40.0% | +75.8% | -115.9% | -62.2% |
| 5Y | -65.4% | +57.8% | -123.3% | -76.4% |
| 10Y | +3.1% | +219.8% | -216.7% | -48.9% |
| All | +3.1% | +223.7% | -220.6% | -48.9% |
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