+87.3%
NPV vs VT
+345.0%
-257.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.1% |
| 7D | +0.2% | -4.2% | +4.4% | +0.9% |
| 30D | +4.7% | -5.8% | +10.5% | +5.8% |
| 3M | -7.9% | -5.2% | -2.7% | -7.0% |
| 6M | -11.7% | +0.1% | -11.8% | -11.7% |
| YTD | -6.2% | +8.2% | -14.4% | -7.6% |
| 1Y | -8.6% | +10.1% | -18.7% | -10.3% |
| 3Y | +25.2% | +69.7% | -44.5% | +13.3% |
| 5Y | -18.6% | +53.4% | -72.0% | -25.4% |
| 10Y | +13.8% | +219.2% | -205.4% | -9.1% |
| All | +87.3% | +345.0% | -257.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling