-85.2%
PRE vs VT
+65.1%
-150.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +6.4% | -0.1% | +6.6% | +6.5% |
| 30D | -21.1% | -3.1% | -18.0% | -19.8% |
| 3M | -8.4% | -3.5% | -4.9% | -6.7% |
| 6M | +6.6% | +0.5% | +6.2% | +7.0% |
| YTD | +9.4% | +10.8% | -1.4% | +5.8% |
| 1Y | +44.9% | +11.9% | +33.0% | +39.7% |
| 3Y | +237.8% | +73.0% | +164.9% | +171.7% |
| 5Y | -85.1% | +58.6% | -143.7% | -88.3% |
| All | -85.2% | +65.1% | -150.3% | -88.6% |
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