+115.3%
PARK vs VT
+13.5%
+101.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +1.9% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | +8.9% | -1.7% | +10.7% | +9.8% |
| 3M | +6.1% | -2.3% | +8.4% | +7.3% |
| 6M | +22.4% | +1.5% | +20.9% | +21.1% |
| YTD | +49.5% | +12.0% | +37.5% | +53.0% |
| All | +115.3% | +13.5% | +101.8% | +129.2% |
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 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