-78.6%
PLAY vs VT
+226.2%
-304.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.5% |
| 7D | +8.4% | -1.6% | +10.0% | +11.6% |
| 30D | +21.8% | -2.5% | +24.3% | +27.5% |
| 3M | -29.0% | -1.3% | -27.7% | -27.4% |
| 6M | -29.3% | +3.1% | -32.4% | -33.8% |
| YTD | -49.3% | +10.9% | -60.2% | -58.0% |
| 1Y | -43.2% | +12.1% | -55.3% | -53.8% |
| 3Y | -77.4% | +73.9% | -151.3% | -91.8% |
| 5Y | -78.7% | +58.0% | -136.7% | -90.4% |
| All | -78.6% | +226.2% | -304.9% | -97.2% |
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