+143.6%
M vs VT
+363.9%
-220.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +5.5% |
| 7D | +8.3% | -0.3% | +8.6% | +8.8% |
| 30D | +14.2% | -1.4% | +15.6% | +16.2% |
| 3M | -1.1% | -1.4% | +0.3% | +0.7% |
| 6M | +36.6% | +5.5% | +31.1% | +27.6% |
| YTD | +19.8% | +12.8% | +7.0% | +2.3% |
| 1Y | +37.2% | +15.4% | +21.8% | +14.0% |
| 3Y | +124.5% | +76.9% | +47.6% | +11.4% |
| 5Y | +1.5% | +60.4% | -58.9% | -40.5% |
| 10Y | +7.8% | +232.8% | -225.0% | -71.6% |
| All | +143.6% | +363.9% | -220.3% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling