+446.6%
PAYC vs VT
+215.5%
+231.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.4% |
| 7D | -10.2% | -2.3% | -7.9% | -7.1% |
| 30D | +6.1% | -5.0% | +11.1% | +13.7% |
| 3M | +10.1% | -4.9% | +14.9% | +17.6% |
| 6M | +88.6% | -1.5% | +90.2% | +88.7% |
| YTD | +50.0% | +8.5% | +41.5% | +27.8% |
| 1Y | +46.1% | +11.4% | +34.7% | +19.3% |
| 3Y | +51.2% | +70.1% | -18.9% | -36.5% |
| 5Y | -51.7% | +53.7% | -105.4% | -75.2% |
| All | +446.6% | +215.5% | +231.1% | +2.6% |
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