+4,039.1%
PAYS vs VT
+221.8%
+3,817.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | -35.2% | +2.4% | -37.5% | -37.4% |
| 30D | -37.2% | -1.5% | -35.7% | -36.3% |
| 3M | -26.9% | -4.1% | -22.8% | -23.3% |
| 6M | +63.3% | +0.6% | +62.7% | +60.4% |
| YTD | +84.9% | +11.0% | +73.8% | +59.2% |
| 1Y | +74.0% | +13.3% | +60.7% | +46.0% |
| 3Y | +293.4% | +73.4% | +220.0% | +100.2% |
| 5Y | +315.7% | +57.4% | +258.3% | +141.7% |
| All | +4,039.1% | +221.8% | +3,817.4% | +3,487.3% |
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