-71.5%
LE vs VT
+246.6%
-318.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.3% | -1.6% | +3.9% | +4.9% |
| 30D | -7.3% | -2.5% | -4.8% | -3.5% |
| 3M | -23.3% | -1.3% | -22.0% | -21.8% |
| 6M | -16.3% | +3.1% | -19.4% | -21.1% |
| YTD | -34.3% | +10.9% | -45.2% | -44.8% |
| 1Y | -37.7% | +12.1% | -49.8% | -48.4% |
| 3Y | +42.6% | +73.9% | -31.3% | -40.2% |
| 5Y | -64.5% | +58.0% | -122.4% | -81.9% |
| 10Y | -39.0% | +225.5% | -264.5% | -86.8% |
| All | -71.5% | +246.6% | -318.1% | -94.3% |
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