-81.3%
PN vs VT
+10.5%
-91.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | +8.7% | -2.3% | +11.0% | +10.5% |
| 30D | -1.3% | -5.0% | +3.7% | +2.3% |
| 3M | -71.4% | -4.9% | -66.5% | -70.6% |
| 6M | -71.1% | -1.5% | -69.5% | -72.1% |
| YTD | -83.7% | +8.5% | -92.2% | -82.7% |
| 1Y | -81.3% | +11.4% | -92.7% | -79.7% |
| All | -81.3% | +10.5% | -91.8% | -79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling