+659.7%
P vs VT
+214.8%
+444.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.1% | -12.3% | -9.8% |
| 7D | -31.9% | -4.2% | -27.7% | -26.4% |
| 30D | -36.5% | -5.8% | -30.7% | -29.2% |
| 3M | +11.6% | -5.2% | +16.8% | +23.7% |
| 6M | +25.2% | +0.1% | +25.1% | +28.7% |
| YTD | +39.4% | +8.2% | +31.2% | +27.8% |
| 1Y | -3.7% | +10.1% | -13.8% | -13.8% |
| 3Y | +167.3% | +69.7% | +97.6% | +31.3% |
| 5Y | +237.3% | +53.4% | +184.0% | +96.3% |
| All | +659.7% | +214.8% | +444.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling