-100.0%
PARA vs VT
+77.8%
-177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.3% | -0.6% | +40.9% | +41.2% |
| 7D | -38.4% | +2.9% | -41.3% | -42.3% |
| 30D | -82.3% | -2.5% | -79.8% | -84.5% |
| 3M | -94.2% | -3.3% | -90.9% | -94.9% |
| 6M | -97.9% | +1.5% | -99.4% | -98.2% |
| YTD | -99.5% | +11.4% | -110.8% | -99.6% |
| 1Y | -99.4% | +11.9% | -111.3% | -99.5% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +77.8% | -177.8% | -100.0% |
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