-34.9%
LIVE vs VT
+214.8%
-249.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.7% | +2.3% |
| 7D | -0.3% | -4.2% | +3.9% | +1.4% |
| 30D | +0.1% | -5.8% | +5.9% | +2.5% |
| 3M | -21.8% | -5.2% | -16.5% | -20.2% |
| 6M | -38.8% | +0.1% | -39.0% | -39.2% |
| YTD | -49.3% | +8.2% | -57.6% | -51.3% |
| 1Y | -47.3% | +10.1% | -57.5% | -49.7% |
| 3Y | -72.1% | +69.7% | -141.7% | -77.9% |
| 5Y | -76.5% | +53.4% | -129.9% | -80.8% |
| All | -34.9% | +214.8% | -249.7% | -37.4% |
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