-99.7%
PROP vs VT
+309.0%
-408.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | -10.9% | -0.3% | -10.6% | -10.9% |
| 30D | +4.5% | -1.4% | +5.9% | +5.0% |
| 3M | -47.0% | -1.4% | -45.6% | -46.7% |
| 6M | -66.8% | +5.5% | -72.2% | -67.4% |
| YTD | -76.4% | +12.8% | -89.2% | -77.6% |
| 1Y | -79.1% | +15.4% | -94.5% | -80.4% |
| 3Y | -97.4% | +76.9% | -174.2% | -97.8% |
| 5Y | -99.3% | +60.4% | -159.7% | -99.4% |
| 10Y | -99.7% | +232.8% | -332.5% | -99.7% |
| All | -99.7% | +309.0% | -408.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling