-37.4%
PUMP vs VT
+53.2%
-90.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -1.3% |
| 7D | -23.6% | -4.2% | -19.5% | -19.6% |
| 30D | -36.9% | -5.8% | -31.1% | -32.0% |
| 3M | -45.4% | -5.2% | -40.1% | -41.5% |
| 6M | -63.8% | +0.1% | -63.9% | -63.9% |
| YTD | -36.8% | +8.2% | -45.0% | -44.1% |
| 1Y | -44.6% | +10.1% | -54.7% | -52.0% |
| 3Y | -41.2% | +69.7% | -110.9% | -68.9% |
| 5Y | -37.4% | +53.4% | -90.8% | -61.8% |
| All | -37.4% | +53.2% | -90.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling