-10.1%
LAND vs VT
+312.7%
-322.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.9% |
| 7D | -13.1% | -0.3% | -12.8% | -12.9% |
| 30D | -24.4% | -1.4% | -23.0% | -23.7% |
| 3M | -9.3% | -1.4% | -7.9% | -8.5% |
| 6M | -21.6% | +5.5% | -27.1% | -24.8% |
| YTD | -16.3% | +12.8% | -29.2% | -23.7% |
| 1Y | -15.1% | +15.4% | -30.5% | -23.8% |
| 3Y | -43.0% | +76.9% | -119.9% | -62.5% |
| 5Y | -63.1% | +60.4% | -123.5% | -74.1% |
| 10Y | +7.9% | +232.8% | -224.9% | -49.0% |
| All | -10.1% | +312.7% | -322.8% | -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 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