+2,816.7%
PLUS vs VT
+356.1%
+2,460.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.2% | -1.6% | -4.6% | -5.1% |
| 30D | -3.8% | -2.5% | -1.3% | -2.0% |
| 3M | -3.8% | -1.3% | -2.5% | -2.8% |
| 6M | +6.1% | +3.1% | +3.0% | +3.5% |
| YTD | +3.4% | +10.9% | -7.5% | -4.5% |
| 1Y | +24.9% | +12.1% | +12.8% | +14.5% |
| 3Y | +40.4% | +73.9% | -33.5% | -5.0% |
| 5Y | +56.2% | +58.0% | -1.7% | +13.3% |
| 10Y | +303.0% | +225.5% | +77.5% | +97.7% |
| All | +2,816.7% | +356.1% | +2,460.6% | +1,157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling