-67.0%
LTBR vs VT
+53.4%
-120.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +4.7% |
| 7D | -17.3% | -2.3% | -15.0% | -12.8% |
| 30D | -34.6% | -5.0% | -29.6% | -26.0% |
| 3M | -54.1% | -4.9% | -49.2% | -47.8% |
| 6M | -70.7% | -1.5% | -69.1% | -68.2% |
| YTD | -66.8% | +8.5% | -75.3% | -69.8% |
| 1Y | -76.7% | +11.4% | -88.0% | -79.6% |
| 3Y | +1.9% | +70.1% | -68.1% | -54.2% |
| All | -67.0% | +53.4% | -120.4% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling