+212.3%
PURR vs VT
+16.8%
+195.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +4.9% | +0.4% | +4.5% | +3.8% |
| 30D | +78.6% | +1.0% | +77.6% | +74.9% |
| 3M | +28.3% | +2.4% | +26.0% | +22.7% |
| 6M | +141.2% | +12.0% | +129.2% | +87.2% |
| YTD | +242.1% | +15.3% | +226.8% | +185.1% |
| All | +212.3% | +16.8% | +195.5% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling