+560.5%
O vs VT
+363.9%
+196.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.5% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | +10.7% | -1.4% | +12.1% | +11.9% |
| 3M | -4.5% | -1.4% | -3.1% | -3.5% |
| 6M | -4.1% | +5.5% | -9.6% | -9.2% |
| YTD | +9.8% | +12.8% | -3.0% | -2.5% |
| 1Y | +11.3% | +15.4% | -4.1% | -3.3% |
| 3Y | +37.5% | +76.9% | -39.4% | -20.3% |
| 5Y | +11.3% | +60.4% | -49.1% | -30.7% |
| 10Y | +71.9% | +232.8% | -160.8% | -45.9% |
| All | +560.5% | +363.9% | +196.7% | +37.7% |
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