+33.1%
LIVN vs VT
+221.4%
-188.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +0.7% | +1.0% | -0.3% | -0.5% |
| 30D | +5.9% | -0.2% | +6.1% | +6.2% |
| 3M | +7.9% | +4.5% | +3.3% | +2.4% |
| 6M | +26.4% | +14.1% | +12.4% | +9.0% |
| YTD | +31.2% | +14.8% | +16.4% | +12.1% |
| 1Y | +38.4% | +21.2% | +17.2% | +11.4% |
| 3Y | +50.4% | +76.6% | -26.1% | -20.7% |
| 5Y | -4.4% | +66.6% | -71.0% | -45.8% |
| 10Y | +33.1% | +222.3% | -189.1% | -63.8% |
| All | +33.1% | +221.4% | -188.3% | -63.8% |
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 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