-74.9%
PRTS vs VT
+224.5%
-299.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.3% | +11.3% |
| 7D | +27.9% | +0.4% | +27.5% | +27.3% |
| 30D | +64.0% | +1.0% | +63.0% | +62.5% |
| 3M | +46.2% | +2.4% | +43.8% | +42.3% |
| 6M | +13.4% | +12.0% | +1.4% | -1.5% |
| YTD | +86.0% | +15.3% | +70.7% | +56.0% |
| 1Y | -15.5% | +22.6% | -38.0% | -34.2% |
| 3Y | -80.6% | +74.7% | -155.3% | -90.0% |
| 5Y | -94.7% | +66.1% | -160.8% | -97.0% |
| All | -74.9% | +224.5% | -299.3% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling