-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 | -23.9% | +2.6% | -26.5% | -28.1% |
| 7D | -94.8% | +0.4% | -95.2% | -95.7% |
| 30D | -86.8% | -2.6% | -84.2% | -88.4% |
| 3M | -95.0% | -3.2% | -91.8% | -95.6% |
| 6M | -98.6% | +0.9% | -99.5% | -98.8% |
| YTD | -99.5% | +11.3% | -110.9% | -99.6% |
| 1Y | -99.6% | +14.0% | -113.6% | -99.7% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -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