+6,484.2%
PAYS vs VT
+223.7%
+6,260.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +2.6% | -17.4% | -18.0% |
| 7D | -13.1% | +0.4% | -13.5% | -14.0% |
| 30D | -18.6% | -2.6% | -16.0% | -16.3% |
| 3M | +0.2% | -3.2% | +3.5% | +3.9% |
| 6M | +101.1% | +0.9% | +100.2% | +96.3% |
| YTD | +142.9% | +11.3% | +131.6% | +108.5% |
| 1Y | +146.7% | +14.0% | +132.7% | +105.5% |
| 3Y | +468.6% | +75.8% | +392.8% | +185.0% |
| 5Y | +356.6% | +57.8% | +298.7% | +164.9% |
| 10Y | +6,484.2% | +219.8% | +6,264.4% | +4,938.6% |
| All | +6,484.2% | +223.7% | +6,260.5% | +4,938.6% |
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