-98.8%
NA vs VT
+97.4%
-196.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.9% |
| 7D | +6.4% | +2.4% | +4.0% | +3.9% |
| 30D | -15.7% | -1.5% | -14.2% | -13.8% |
| 3M | -20.6% | -4.1% | -16.4% | -16.4% |
| 6M | -43.5% | +0.6% | -44.1% | -43.2% |
| YTD | -53.7% | +11.0% | -64.8% | -57.9% |
| 1Y | -65.5% | +13.3% | -78.9% | -69.4% |
| 3Y | -90.0% | +73.4% | -163.4% | -94.6% |
| All | -98.8% | +97.4% | -196.2% | -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 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