-98.9%
NA vs VT
+96.9%
-195.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.0% |
| 7D | -10.5% | -0.1% | -10.4% | -9.9% |
| 30D | -35.5% | -3.1% | -32.5% | -33.0% |
| 3M | -24.9% | -3.5% | -21.4% | -21.4% |
| 6M | -17.6% | +0.5% | -18.0% | -17.0% |
| YTD | -56.8% | +10.8% | -67.6% | -60.6% |
| 1Y | -70.0% | +11.9% | -81.9% | -73.0% |
| 3Y | -89.9% | +73.0% | -162.9% | -94.5% |
| All | -98.9% | +96.9% | -195.8% | -99.6% |
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