-58.6%
LUCK vs VT
+71.8%
-130.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -3.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.6% |
| 30D | -25.0% | -2.6% | -22.4% | -22.4% |
| 3M | -43.2% | -3.2% | -39.9% | -40.8% |
| 6M | -53.6% | +0.9% | -54.6% | -54.1% |
| YTD | -54.6% | +11.3% | -65.9% | -59.1% |
| 1Y | -51.8% | +14.0% | -65.8% | -57.7% |
| 3Y | -60.8% | +75.8% | -136.6% | -77.0% |
| 5Y | -60.2% | +57.8% | -118.0% | -77.6% |
| All | -58.6% | +71.8% | -130.4% | -76.8% |
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