+93.8%
NPV vs VT
+374.2%
-280.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | -9.2% | +2.4% | -11.6% | -9.6% |
| 6M | -9.4% | +12.0% | -21.4% | -11.3% |
| YTD | -3.0% | +15.3% | -18.3% | -5.5% |
| 1Y | -3.0% | +22.6% | -25.6% | -6.6% |
| 3Y | +19.3% | +74.7% | -55.4% | +7.5% |
| 5Y | -21.7% | +66.1% | -87.8% | -29.2% |
| 10Y | +10.7% | +225.0% | -214.3% | -11.9% |
| All | +93.8% | +374.2% | -280.4% | +32.9% |
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