+306.8%
PLUS vs VT
+224.5%
+82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.5% | +0.4% | +5.1% | +5.0% |
| 30D | -2.3% | +1.0% | -3.3% | -3.4% |
| 3M | +14.6% | +2.4% | +12.2% | +11.0% |
| 6M | +15.0% | +12.0% | +3.0% | -0.1% |
| YTD | +6.0% | +15.3% | -9.3% | -11.1% |
| 1Y | +30.0% | +22.6% | +7.4% | +1.6% |
| 3Y | +40.7% | +74.7% | -34.0% | -26.9% |
| 5Y | +71.0% | +66.1% | +4.9% | -5.7% |
| All | +306.8% | +224.5% | +82.3% | +10.7% |
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