+572.7%
R vs VT
+356.1%
+216.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +0.8% | -1.6% | +2.4% | +2.6% |
| 30D | +18.8% | -2.5% | +21.3% | +22.0% |
| 3M | +7.8% | -1.3% | +9.1% | +9.1% |
| 6M | +13.6% | +3.1% | +10.5% | +9.1% |
| YTD | +49.0% | +10.9% | +38.1% | +31.6% |
| 1Y | +70.2% | +12.1% | +58.2% | +48.7% |
| 3Y | +197.6% | +73.9% | +123.7% | +57.5% |
| 5Y | +258.9% | +58.0% | +200.9% | +112.5% |
| 10Y | +450.6% | +225.5% | +225.1% | +50.5% |
| All | +572.7% | +356.1% | +216.6% | +33.2% |
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 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