-85.0%
PRE vs VT
+65.9%
-150.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +8.8% |
| 7D | +6.6% | +0.4% | +6.2% | +6.3% |
| 30D | -19.6% | -2.6% | -17.0% | -18.5% |
| 3M | -3.9% | -3.2% | -0.7% | -2.3% |
| 6M | +8.6% | +0.9% | +7.7% | +8.7% |
| YTD | +11.4% | +11.3% | +0.1% | +7.5% |
| 1Y | +42.2% | +14.0% | +28.2% | +36.1% |
| 3Y | +251.4% | +75.8% | +175.5% | +180.4% |
| 5Y | -84.7% | +57.8% | -142.5% | -88.1% |
| All | -85.0% | +65.9% | -150.8% | -88.4% |
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 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