-27.7%
PUMP vs VT
+57.5%
-85.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -24.8% | -3.1% | -21.7% | -21.6% |
| 3M | -41.1% | -3.5% | -37.6% | -38.2% |
| 6M | -56.4% | +0.5% | -56.8% | -56.5% |
| YTD | -28.1% | +10.8% | -38.9% | -38.1% |
| 1Y | -35.6% | +11.9% | -47.5% | -45.1% |
| 3Y | -25.2% | +73.0% | -98.2% | -61.3% |
| 5Y | -27.7% | +58.6% | -86.3% | -58.5% |
| All | -27.7% | +57.5% | -85.2% | -58.5% |
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 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