+230.7%
PRIM vs VT
+214.8%
+15.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -8.9% | -7.5% |
| 7D | -21.2% | -4.2% | -17.1% | -16.4% |
| 30D | -29.9% | -5.8% | -24.1% | -23.7% |
| 3M | -28.5% | -5.2% | -23.3% | -22.8% |
| 6M | -70.6% | +0.1% | -70.7% | -70.9% |
| YTD | -51.9% | +8.2% | -60.1% | -56.7% |
| 1Y | -54.2% | +10.1% | -64.3% | -59.5% |
| 3Y | +96.3% | +69.7% | +26.7% | +2.4% |
| 5Y | +116.3% | +53.4% | +62.9% | +28.2% |
| All | +230.7% | +214.8% | +15.9% | -20.2% |
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