-98.9%
NA vs VT
+92.8%
-191.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.4% |
| 7D | -8.1% | -2.3% | -5.7% | -5.3% |
| 30D | -37.2% | -5.0% | -32.2% | -33.3% |
| 3M | -25.1% | -4.9% | -20.3% | -20.4% |
| 6M | -34.1% | -1.5% | -32.6% | -32.4% |
| YTD | -56.5% | +8.5% | -65.0% | -59.5% |
| 1Y | -66.9% | +11.4% | -78.3% | -70.0% |
| 3Y | -89.9% | +70.1% | -159.9% | -94.4% |
| All | -98.9% | +92.8% | -191.7% | -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