-4.8%
LUD vs VT
+28.2%
-32.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -1.9% |
| 7D | -2.3% | -4.2% | +1.9% | +0.8% |
| 30D | -10.4% | -5.8% | -4.6% | -6.4% |
| 3M | -11.4% | -5.2% | -6.2% | -7.8% |
| 6M | -35.4% | +0.1% | -35.6% | -34.5% |
| YTD | -40.7% | +8.2% | -48.9% | -41.4% |
| 1Y | -48.5% | +10.1% | -58.6% | -48.8% |
| All | -4.8% | +28.2% | -32.9% | -10.2% |
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 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