+156.2%
OUT vs VT
+242.9%
-86.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | -1.6% | +5.0% | +5.9% |
| 30D | +12.8% | -2.5% | +15.2% | +16.9% |
| 3M | +2.7% | -1.3% | +4.0% | +4.2% |
| 6M | +4.2% | +3.1% | +1.1% | -2.1% |
| YTD | +38.5% | +10.9% | +27.6% | +15.8% |
| 1Y | +91.4% | +12.1% | +79.3% | +57.2% |
| 3Y | +228.5% | +73.9% | +154.6% | +40.2% |
| 5Y | +67.2% | +58.0% | +9.2% | -15.1% |
| 10Y | +163.1% | +225.5% | -62.3% | -41.7% |
| All | +156.2% | +242.9% | -86.7% | -49.1% |
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