-86.3%
LAW vs VT
+67.5%
-153.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -4.9% |
| 7D | +9.1% | +0.4% | +8.8% | +8.3% |
| 30D | +27.1% | -2.6% | +29.7% | +32.4% |
| 3M | +30.7% | -3.2% | +33.9% | +37.4% |
| 6M | +36.4% | +0.9% | +35.5% | +31.8% |
| YTD | -27.6% | +11.3% | -38.9% | -43.2% |
| 1Y | -14.7% | +14.0% | -28.7% | -36.2% |
| 3Y | -3.8% | +75.8% | -79.6% | -71.0% |
| 5Y | -89.6% | +57.8% | -147.5% | -95.5% |
| All | -86.3% | +67.5% | -153.8% | -94.9% |
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 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