-98.8%
NA vs VT
+92.4%
-191.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -9.4% |
| 7D | -17.4% | -4.2% | -13.2% | -13.1% |
| 30D | -35.5% | -5.8% | -29.7% | -31.0% |
| 3M | -27.5% | -5.2% | -22.2% | -22.6% |
| 6M | -33.6% | +0.1% | -33.8% | -33.1% |
| YTD | -55.6% | +8.2% | -63.8% | -58.5% |
| 1Y | -65.9% | +10.1% | -76.0% | -68.7% |
| 3Y | -89.0% | +69.7% | -158.6% | -93.9% |
| All | -98.8% | +92.4% | -191.2% | -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