-90.7%
PARA vs VT
-5.9%
-84.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -48.6% | -4.1% | -44.5% | +55.6% |
| 7D | -96.2% | -4.2% | -92.0% | -188.5% |
| 30D | -75.6% | -5.8% | -69.8% | -664.2% |
| 3M | -90.7% | -5.2% | -85.5% | -313.2% |
| All | -90.7% | -5.9% | -84.8% | -313.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling