-67.3%
LE vs VT
+260.3%
-327.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.2% | +0.4% | -9.7% | -10.0% |
| 30D | -14.5% | +1.0% | -15.4% | -15.9% |
| 3M | -1.4% | +2.4% | -3.7% | -5.9% |
| 6M | -31.6% | +12.0% | -43.6% | -43.6% |
| YTD | -24.7% | +15.3% | -40.0% | -40.5% |
| 1Y | -24.5% | +22.6% | -47.1% | -45.7% |
| 3Y | +43.9% | +74.7% | -30.8% | -40.1% |
| 5Y | -61.3% | +66.1% | -127.4% | -81.8% |
| 10Y | -40.5% | +225.0% | -265.5% | -87.5% |
| All | -67.3% | +260.3% | -327.7% | -93.8% |
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