+444.9%
LAUR vs VT
+194.1%
+250.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +1.1% | -2.3% | +3.4% | +3.4% |
| 30D | -12.9% | -5.0% | -7.9% | -8.5% |
| 3M | -10.0% | -4.9% | -5.1% | -5.6% |
| 6M | +3.3% | -1.5% | +4.8% | +4.1% |
| YTD | -0.2% | +8.5% | -8.7% | -9.0% |
| 1Y | +10.3% | +11.4% | -1.1% | -2.0% |
| 3Y | +164.0% | +70.1% | +93.9% | +51.1% |
| 5Y | +263.3% | +53.7% | +209.6% | +128.9% |
| All | +444.9% | +194.1% | +250.8% | +62.6% |
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 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