+496.3%
LAUR vs VT
+212.7%
+283.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.7% |
| 30D | -3.4% | +1.0% | -4.4% | -4.3% |
| 3M | +9.6% | +2.4% | +7.2% | +6.5% |
| 6M | +13.8% | +12.0% | +1.8% | +1.0% |
| YTD | +9.2% | +15.3% | -6.2% | -6.1% |
| 1Y | +32.6% | +22.6% | +10.0% | +7.1% |
| 3Y | +172.8% | +74.7% | +98.2% | +52.5% |
| 5Y | +406.2% | +66.1% | +340.0% | +194.9% |
| All | +496.3% | +212.7% | +283.6% | +67.9% |
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 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