+467.1%
LAUR vs VT
+200.3%
+266.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.3% |
| 30D | -11.4% | -3.1% | -8.4% | -8.7% |
| 3M | -6.2% | -3.5% | -2.7% | -3.0% |
| 6M | +6.6% | +0.5% | +6.1% | +5.3% |
| YTD | +3.8% | +10.8% | -6.9% | -7.2% |
| 1Y | +12.2% | +11.9% | +0.3% | -0.7% |
| 3Y | +171.9% | +73.0% | +98.9% | +53.2% |
| 5Y | +279.7% | +58.6% | +221.1% | +131.5% |
| All | +467.1% | +200.3% | +266.8% | +65.8% |
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