+16.7%
PAY vs VT
+65.0%
-48.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +5.9% |
| 7D | +3.5% | -4.2% | +7.6% | +10.1% |
| 30D | +5.3% | -5.8% | +11.1% | +14.9% |
| 3M | -16.5% | -5.2% | -11.3% | -9.9% |
| 6M | +26.5% | +0.1% | +26.4% | +24.2% |
| YTD | +5.7% | +8.2% | -2.6% | -9.2% |
| 1Y | -5.9% | +10.1% | -16.0% | -21.5% |
| 3Y | +115.5% | +69.7% | +45.8% | -18.1% |
| 5Y | +21.6% | +53.4% | -31.8% | -40.9% |
| All | +16.7% | +65.0% | -48.3% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling