-22.0%
LINK vs VT
+217.6%
-239.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.0% |
| 7D | -5.7% | -0.1% | -5.6% | -5.5% |
| 30D | -33.3% | -3.1% | -30.3% | -32.1% |
| 3M | -36.5% | -3.5% | -33.0% | -35.2% |
| 6M | -7.3% | +0.5% | -7.8% | -6.5% |
| YTD | -14.9% | +10.8% | -25.7% | -17.2% |
| 1Y | -39.3% | +11.9% | -51.2% | -41.1% |
| 3Y | -34.4% | +73.0% | -107.3% | -43.9% |
| 5Y | -20.7% | +58.6% | -79.3% | -31.1% |
| 10Y | -22.0% | +219.2% | -241.1% | -48.6% |
| All | -22.0% | +217.6% | -239.6% | -48.6% |
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 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