+380.9%
LAUR vs VT
+66.2%
+314.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -3.0% |
| 30D | -5.1% | -0.2% | -4.9% | -5.0% |
| 3M | +6.5% | +4.5% | +2.0% | +3.1% |
| 6M | +14.9% | +14.1% | +0.8% | +4.3% |
| YTD | +8.0% | +14.8% | -6.7% | -2.4% |
| 1Y | +30.0% | +21.2% | +8.8% | +12.9% |
| 3Y | +185.9% | +76.6% | +109.4% | +92.6% |
| 5Y | +380.9% | +66.6% | +314.3% | +240.3% |
| All | +380.9% | +66.2% | +314.7% | +240.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling