-14.8%
MTD vs VT
+66.2%
-81.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.8% | +0.4% | -4.3% | -4.3% |
| 30D | -5.4% | +1.0% | -6.3% | -6.5% |
| 3M | +14.0% | +2.4% | +11.6% | +10.4% |
| 6M | +4.6% | +12.0% | -7.4% | -9.4% |
| YTD | -3.5% | +15.3% | -18.8% | -19.4% |
| 1Y | +4.5% | +22.6% | -18.1% | -19.2% |
| 3Y | +10.0% | +74.7% | -64.6% | -44.6% |
| All | -14.8% | +66.2% | -81.0% | -54.9% |
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