+497.8%
PL vs VT
+73.6%
+424.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -6.8% | -1.6% | -5.2% | -2.6% |
| 30D | -22.8% | -2.5% | -20.3% | -16.9% |
| 3M | -37.3% | -1.3% | -35.9% | -34.3% |
| 6M | -63.4% | +3.1% | -66.5% | -64.3% |
| YTD | -31.5% | +10.9% | -42.4% | -44.9% |
| 1Y | +2.4% | +12.1% | -9.6% | -19.1% |
| All | +497.8% | +73.6% | +424.2% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling