-98.9%
NA vs VT
+98.0%
-196.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -4.3% |
| 30D | -25.4% | -2.5% | -22.9% | -22.9% |
| 3M | -23.8% | -3.3% | -20.4% | -20.4% |
| 6M | -36.4% | +1.5% | -37.9% | -36.6% |
| YTD | -56.2% | +11.4% | -67.5% | -60.2% |
| 1Y | -68.8% | +11.9% | -80.7% | -71.9% |
| 3Y | -89.7% | +73.9% | -163.6% | -94.4% |
| All | -98.9% | +98.0% | -196.8% | -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