-97.3%
PROP vs VT
+73.6%
-170.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | +12.7% | -1.6% | +14.3% | +14.5% |
| 30D | +8.5% | -2.5% | +11.0% | +11.3% |
| 3M | -44.6% | -1.3% | -43.3% | -43.7% |
| 6M | -67.6% | +3.1% | -70.7% | -68.7% |
| YTD | -75.9% | +10.9% | -86.8% | -78.9% |
| 1Y | -78.6% | +12.1% | -90.7% | -81.6% |
| All | -97.3% | +73.6% | -170.9% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling