-96.1%
PROP vs VT
+75.0%
-171.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -19.0% | +0.4% | -19.4% | -19.3% |
| 30D | -37.9% | +1.0% | -38.8% | -38.3% |
| 3M | -48.0% | +2.4% | -50.4% | -49.1% |
| 6M | -70.4% | +12.0% | -82.4% | -73.7% |
| YTD | -73.2% | +15.3% | -88.5% | -77.1% |
| 1Y | -79.5% | +22.6% | -102.1% | -83.7% |
| All | -96.1% | +75.0% | -171.1% | -97.3% |
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