-78.9%
PROP vs VT
+10.5%
-89.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.4% |
| 7D | -14.3% | -2.3% | -12.0% | -14.4% |
| 30D | -4.2% | -5.0% | +0.8% | -4.2% |
| 3M | -48.1% | -4.9% | -43.3% | -48.1% |
| 6M | -63.0% | -1.5% | -61.4% | -62.4% |
| YTD | -77.0% | +8.5% | -85.5% | -75.3% |
| 1Y | -78.9% | +11.4% | -90.2% | -77.8% |
| All | -78.9% | +10.5% | -89.4% | -77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling