-99.7%
PROP vs VT
+215.5%
-315.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | -14.3% | -2.3% | -12.0% | -13.5% |
| 30D | -4.2% | -5.0% | +0.8% | -2.1% |
| 3M | -48.1% | -4.9% | -43.3% | -46.9% |
| 6M | -63.0% | -1.5% | -61.4% | -62.7% |
| YTD | -77.0% | +8.5% | -85.5% | -78.0% |
| 1Y | -78.9% | +11.4% | -90.2% | -80.0% |
| 3Y | -97.5% | +70.1% | -167.5% | -98.0% |
| 5Y | -99.2% | +53.7% | -153.0% | -99.4% |
| All | -99.7% | +215.5% | -315.3% | -99.6% |
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