-97.1%
PN vs VT
+39.9%
-136.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.2% | +0.4% | -13.6% | -13.4% |
| 30D | -65.6% | +1.0% | -66.6% | -66.1% |
| 3M | -22.0% | +2.4% | -24.4% | -25.9% |
| 6M | -77.6% | +12.0% | -89.6% | -79.3% |
| YTD | -83.7% | +15.3% | -99.0% | -85.1% |
| 1Y | -88.5% | +22.6% | -111.1% | -89.9% |
| All | -97.1% | +39.9% | -136.9% | -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 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