-6.3%
M vs VT
+53.2%
-59.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +0.6% |
| 7D | -2.1% | -4.2% | +2.0% | +4.8% |
| 30D | +7.7% | -5.8% | +13.5% | +18.3% |
| 3M | -4.4% | -5.2% | +0.9% | +4.1% |
| 6M | +27.5% | +0.1% | +27.4% | +26.8% |
| YTD | +12.8% | +8.2% | +4.5% | -2.0% |
| 1Y | +20.7% | +10.1% | +10.6% | +2.0% |
| 3Y | +111.3% | +69.7% | +41.6% | -13.4% |
| 5Y | -6.3% | +53.4% | -59.7% | -49.0% |
| All | -6.3% | +53.2% | -59.5% | -49.0% |
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