+94.5%
PANL vs VT
+66.2%
+28.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | +7.4% | +0.4% | +7.0% | +6.9% |
| 30D | +19.6% | +1.0% | +18.6% | +18.4% |
| 3M | +19.1% | +2.4% | +16.7% | +16.0% |
| 6M | -5.3% | +12.0% | -17.3% | -15.6% |
| YTD | +27.3% | +15.3% | +12.0% | +10.5% |
| 1Y | +68.1% | +22.6% | +45.5% | +37.7% |
| 3Y | +71.5% | +74.7% | -3.1% | +3.1% |
| All | +94.5% | +66.2% | +28.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling