-86.3%
LAW vs VT
+62.9%
-149.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +4.6% |
| 7D | +6.0% | -4.2% | +10.2% | +13.5% |
| 30D | +33.8% | -5.8% | +39.6% | +47.2% |
| 3M | +38.8% | -5.2% | +44.0% | +51.0% |
| 6M | +21.4% | +0.1% | +21.3% | +17.5% |
| YTD | -27.6% | +8.2% | -35.8% | -40.5% |
| 1Y | -9.6% | +10.1% | -19.8% | -28.4% |
| 3Y | -6.6% | +69.7% | -76.3% | -70.0% |
| 5Y | -89.6% | +53.4% | -143.0% | -95.3% |
| All | -86.3% | +62.9% | -149.2% | -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 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