-99.7%
PROP vs VT
+302.1%
-401.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | +12.7% | -1.6% | +14.3% | +13.4% |
| 30D | +8.5% | -2.5% | +11.0% | +9.6% |
| 3M | -44.6% | -1.3% | -43.3% | -44.3% |
| 6M | -67.6% | +3.1% | -70.7% | -68.0% |
| YTD | -75.9% | +10.9% | -86.8% | -76.9% |
| 1Y | -78.6% | +12.1% | -90.7% | -79.7% |
| 3Y | -97.3% | +73.9% | -171.2% | -97.8% |
| 5Y | -99.4% | +58.0% | -157.3% | -99.5% |
| 10Y | -99.7% | +225.5% | -325.2% | -99.7% |
| All | -99.7% | +302.1% | -401.8% | -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