-97.1%
PN vs VT
+34.7%
-131.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -2.5% | +2.4% | -4.9% | -4.0% |
| 30D | +3.6% | -1.5% | +5.1% | +4.7% |
| 3M | -17.5% | -4.1% | -13.4% | -15.2% |
| 6M | -53.0% | +0.6% | -53.5% | -54.5% |
| YTD | -84.1% | +11.0% | -95.1% | -85.1% |
| 1Y | -83.9% | +13.3% | -97.2% | -85.1% |
| All | -97.1% | +34.7% | -131.8% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling