-77.2%
PLAY vs VT
+231.8%
-309.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +3.8% |
| 7D | +13.9% | -0.3% | +14.2% | +14.6% |
| 30D | +29.9% | -1.4% | +31.3% | +33.5% |
| 3M | -17.2% | -1.4% | -15.9% | -14.9% |
| 6M | -18.7% | +5.5% | -24.2% | -26.9% |
| YTD | -45.8% | +12.8% | -58.7% | -56.4% |
| 1Y | -38.0% | +15.4% | -53.5% | -52.1% |
| 3Y | -75.8% | +76.9% | -152.7% | -91.4% |
| 5Y | -76.8% | +60.4% | -137.2% | -89.8% |
| 10Y | -77.2% | +232.8% | -310.0% | -97.0% |
| All | -77.2% | +231.8% | -309.0% | -97.0% |
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