+8,306.2%
PAYS vs VT
+224.5%
+8,081.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.3% | +0.4% | +3.9% | +3.8% |
| 30D | +40.3% | +1.0% | +39.3% | +38.6% |
| 3M | +93.0% | +2.4% | +90.6% | +86.1% |
| 6M | +253.9% | +12.0% | +241.9% | +203.9% |
| YTD | +161.2% | +15.3% | +145.8% | +116.0% |
| 1Y | +156.7% | +22.6% | +134.1% | +97.3% |
| 3Y | +495.1% | +74.7% | +420.5% | +204.0% |
| 5Y | +446.7% | +66.1% | +380.6% | +202.2% |
| All | +8,306.2% | +224.5% | +8,081.8% | +3,523.6% |
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