-62.5%
LUCK vs VT
+71.0%
-133.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.1% |
| 7D | -18.9% | -0.1% | -18.7% | -18.2% |
| 30D | -32.1% | -3.1% | -29.1% | -29.5% |
| 3M | -47.6% | -3.5% | -44.1% | -45.3% |
| 6M | -58.1% | +0.5% | -58.5% | -58.2% |
| YTD | -58.9% | +10.8% | -69.7% | -62.9% |
| 1Y | -55.7% | +11.9% | -67.6% | -60.4% |
| 3Y | -64.4% | +73.0% | -137.4% | -78.8% |
| 5Y | -64.1% | +58.6% | -122.7% | -79.7% |
| All | -62.5% | +71.0% | -133.5% | -78.9% |
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