+14.2%
LINK vs VT
+221.4%
-207.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +8.0% | -0.2% | +8.3% | +8.3% |
| 3M | +8.9% | +4.5% | +4.3% | +7.3% |
| 6M | +78.9% | +14.1% | +64.8% | +71.3% |
| YTD | +42.0% | +14.8% | +27.3% | +35.6% |
| 1Y | -9.8% | +21.2% | -31.0% | -15.2% |
| 3Y | +33.3% | +76.6% | -43.3% | +12.1% |
| 5Y | +11.2% | +66.6% | -55.4% | -5.6% |
| 10Y | +14.2% | +222.3% | -208.1% | -17.0% |
| All | +14.2% | +221.4% | -207.3% | -17.0% |
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