-35.7%
LE vs VT
+231.8%
-267.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +3.9% |
| 7D | +8.2% | -0.3% | +8.5% | +8.9% |
| 30D | -4.1% | -1.4% | -2.7% | -1.6% |
| 3M | -20.7% | -1.4% | -19.3% | -18.8% |
| 6M | -5.9% | +5.5% | -11.4% | -15.2% |
| YTD | -29.8% | +12.8% | -42.7% | -43.7% |
| 1Y | -31.3% | +15.4% | -46.7% | -46.9% |
| 3Y | +52.3% | +76.9% | -24.6% | -43.4% |
| 5Y | -62.0% | +60.4% | -122.4% | -82.5% |
| 10Y | -35.7% | +232.8% | -268.5% | -88.5% |
| All | -35.7% | +231.8% | -267.5% | -88.5% |
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