-99.7%
PROP vs VT
+214.8%
-314.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +3.8% |
| 7D | -4.7% | -4.2% | -0.5% | -3.0% |
| 30D | +3.0% | -5.8% | +8.8% | +5.7% |
| 3M | -44.2% | -5.2% | -38.9% | -42.8% |
| 6M | -66.1% | +0.1% | -66.2% | -66.1% |
| YTD | -75.9% | +8.2% | -84.2% | -76.9% |
| 1Y | -77.8% | +10.1% | -87.9% | -78.9% |
| 3Y | -97.3% | +69.7% | -167.0% | -97.8% |
| 5Y | -99.2% | +53.4% | -152.6% | -99.3% |
| All | -99.7% | +214.8% | -314.5% | -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