+1,185.1%
PRIM vs VT
+369.0%
+816.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +15.1% | -1.6% | +16.7% | +16.8% |
| 30D | +0.6% | -2.5% | +3.1% | +3.1% |
| 3M | -9.3% | -1.3% | -8.0% | -8.0% |
| 6M | -55.8% | +3.1% | -58.9% | -57.1% |
| YTD | -35.7% | +10.9% | -46.7% | -41.1% |
| 1Y | -44.3% | +12.1% | -56.3% | -49.2% |
| 3Y | +162.3% | +73.9% | +88.4% | +70.2% |
| 5Y | +199.4% | +58.0% | +141.5% | +110.8% |
| 10Y | +353.6% | +225.5% | +128.2% | +104.1% |
| All | +1,185.1% | +369.0% | +816.1% | +454.6% |
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