-86.2%
LAW vs VT
+63.3%
-149.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.3% |
| 7D | +8.0% | -2.3% | +10.3% | +12.1% |
| 30D | +31.6% | -5.0% | +36.6% | +42.8% |
| 3M | +30.4% | -4.9% | +35.3% | +41.0% |
| 6M | +52.2% | -1.5% | +53.7% | +53.0% |
| YTD | -27.1% | +8.5% | -35.5% | -40.3% |
| 1Y | -17.0% | +11.4% | -28.4% | -35.5% |
| 3Y | -5.5% | +70.1% | -75.6% | -69.7% |
| 5Y | -89.5% | +53.7% | -143.2% | -95.3% |
| All | -86.2% | +63.3% | -149.5% | -94.6% |
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 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