-4.0%
LUD vs VT
+31.9%
-35.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.8% | +2.9% | -2.1% | -1.2% |
| 30D | +5.2% | -2.5% | +7.7% | +7.2% |
| 3M | -9.4% | -3.3% | -6.1% | -7.2% |
| 6M | -33.8% | +1.5% | -35.3% | -33.8% |
| YTD | -40.2% | +11.4% | -51.5% | -42.1% |
| 1Y | -38.5% | +11.9% | -50.4% | -39.8% |
| All | -4.0% | +31.9% | -35.9% | -11.4% |
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