-84.0%
LAW vs VT
+67.1%
-151.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | +16.3% | +2.4% | +13.9% | +11.8% |
| 30D | +49.5% | -1.5% | +51.0% | +53.0% |
| 3M | +43.7% | -4.1% | +47.8% | +53.1% |
| 6M | +86.9% | +0.6% | +86.4% | +82.0% |
| YTD | -15.2% | +11.0% | -26.2% | -33.3% |
| 1Y | -6.5% | +13.3% | -19.9% | -29.3% |
| 3Y | +26.8% | +73.4% | -46.6% | -60.6% |
| 5Y | -86.5% | +57.4% | -143.9% | -94.2% |
| All | -84.0% | +67.1% | -151.1% | -94.0% |
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