+24.0%
LAND vs VT
+222.7%
-198.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +9.6% | +0.4% | +9.1% | +9.2% |
| 30D | +20.6% | +1.0% | +19.6% | +19.6% |
| 3M | +7.1% | +2.4% | +4.8% | +4.8% |
| 6M | -15.7% | +12.0% | -27.7% | -23.2% |
| YTD | +11.8% | +15.3% | -3.5% | -0.6% |
| 1Y | +15.6% | +22.6% | -6.9% | -2.0% |
| 3Y | -27.7% | +74.7% | -102.4% | -54.1% |
| 5Y | -49.5% | +66.1% | -115.6% | -66.8% |
| All | +24.0% | +222.7% | -198.8% | -45.6% |
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