+1,100.8%
PRIM vs VT
+387.6%
+713.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +1.8% | +0.4% | +1.3% | +1.4% |
| 30D | -10.8% | +1.0% | -11.7% | -11.5% |
| 3M | -41.6% | +2.4% | -44.0% | -42.2% |
| 6M | -48.5% | +12.0% | -60.5% | -53.4% |
| YTD | -40.0% | +15.3% | -55.3% | -46.9% |
| 1Y | -36.4% | +22.6% | -58.9% | -46.3% |
| 3Y | +110.4% | +74.7% | +35.7% | +35.4% |
| 5Y | +190.3% | +66.1% | +124.1% | +95.3% |
| 10Y | +310.4% | +225.0% | +85.4% | +82.4% |
| All | +1,100.8% | +387.6% | +713.2% | +399.6% |
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 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