+4,026.1%
PAYS vs VT
+222.7%
+3,803.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | -33.7% | +2.9% | -36.6% | -36.4% |
| 30D | -38.7% | -2.5% | -36.2% | -37.0% |
| 3M | -25.9% | -3.3% | -22.5% | -23.0% |
| 6M | +42.7% | +1.5% | +41.2% | +38.3% |
| YTD | +84.3% | +11.4% | +72.9% | +58.1% |
| 1Y | +73.5% | +11.9% | +61.6% | +47.9% |
| 3Y | +292.1% | +73.9% | +218.3% | +98.9% |
| 5Y | +314.4% | +57.9% | +256.5% | +140.1% |
| All | +4,026.1% | +222.7% | +3,803.4% | +3,463.4% |
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