+8,541.2%
PAYS vs VT
+215.5%
+8,325.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.3% |
| 7D | +5.5% | -2.3% | +7.8% | +8.7% |
| 30D | -1.7% | -5.0% | +3.2% | +4.8% |
| 3M | +18.5% | -4.9% | +23.3% | +26.2% |
| 6M | +125.0% | -1.5% | +126.5% | +127.6% |
| YTD | +185.2% | +8.5% | +176.8% | +154.3% |
| 1Y | +187.5% | +11.4% | +176.1% | +147.9% |
| 3Y | +638.2% | +70.1% | +568.1% | +287.6% |
| 5Y | +476.1% | +53.7% | +422.3% | +247.3% |
| All | +8,541.2% | +215.5% | +8,325.6% | +6,900.6% |
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