+33.2%
PL vs VT
+57.9%
-24.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -6.8% | -1.6% | -5.2% | -3.3% |
| 30D | -22.8% | -2.5% | -20.3% | -18.0% |
| 3M | -37.3% | -1.3% | -35.9% | -34.7% |
| 6M | -63.4% | +3.1% | -66.5% | -64.1% |
| YTD | -31.5% | +10.9% | -42.4% | -42.4% |
| 1Y | +2.4% | +12.1% | -9.6% | -15.0% |
| 3Y | +492.5% | +73.9% | +418.6% | +135.4% |
| All | +33.2% | +57.9% | -24.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling