-100.0%
PARA vs VT
+69.4%
-169.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -48.6% | -4.1% | -44.5% | -33.7% |
| 7D | -96.2% | -4.2% | -92.0% | -97.3% |
| 30D | -75.6% | -5.8% | -69.8% | -81.7% |
| 3M | -90.7% | -5.2% | -85.5% | -93.1% |
| 6M | -97.1% | +0.1% | -97.2% | -98.1% |
| YTD | -99.2% | +8.2% | -107.4% | -99.5% |
| 1Y | -99.2% | +10.1% | -109.4% | -99.6% |
| All | -100.0% | +69.4% | -169.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling