+104.9%
PARK vs VT
+12.8%
+92.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | +3.7% | -2.6% | +6.3% | +5.1% |
| 3M | -0.8% | -3.2% | +2.5% | +0.9% |
| 6M | +19.8% | +0.9% | +18.9% | +18.9% |
| YTD | +42.3% | +11.3% | +31.0% | +46.2% |
| All | +104.9% | +12.8% | +92.1% | +119.0% |
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