-50.1%
PSFE vs VT
+23.3%
-73.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.8% |
| 30D | -16.4% | +1.0% | -17.4% | -17.4% |
| 3M | -7.2% | +2.4% | -9.6% | -10.1% |
| 6M | -9.4% | +12.0% | -21.4% | -24.7% |
| YTD | -17.1% | +15.3% | -32.4% | -37.9% |
| 1Y | -50.1% | +22.6% | -72.7% | -66.5% |
| All | -50.1% | +23.3% | -73.4% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling