+493.1%
R vs VT
+374.2%
+119.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | -6.1% | +1.0% | -7.0% | -7.1% |
| 3M | -5.9% | +2.4% | -8.2% | -8.6% |
| 6M | +16.4% | +12.0% | +4.4% | +1.9% |
| YTD | +31.4% | +15.3% | +16.1% | +11.2% |
| 1Y | +34.0% | +22.6% | +11.5% | +5.9% |
| 3Y | +158.6% | +74.7% | +84.0% | +36.5% |
| 5Y | +251.5% | +66.1% | +185.3% | +97.0% |
| 10Y | +403.6% | +225.0% | +178.6% | +38.1% |
| All | +493.1% | +374.2% | +119.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling