+686.6%
P vs VT
+215.5%
+471.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | -23.8% | -2.3% | -21.5% | -20.3% |
| 30D | -36.6% | -5.0% | -31.7% | -30.3% |
| 3M | +10.9% | -4.9% | +15.8% | +22.2% |
| 6M | +30.0% | -1.5% | +31.5% | +37.3% |
| YTD | +44.4% | +8.5% | +35.9% | +31.9% |
| 1Y | +3.9% | +11.4% | -7.4% | -8.7% |
| 3Y | +176.6% | +70.1% | +106.5% | +35.4% |
| 5Y | +249.3% | +53.7% | +195.5% | +102.5% |
| All | +686.6% | +215.5% | +471.1% | +84.7% |
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 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