-55.0%
REAL vs VT
+132.8%
-187.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +5.3% |
| 7D | +14.5% | -4.2% | +18.7% | +25.9% |
| 30D | +38.2% | -5.8% | +44.0% | +58.3% |
| 3M | +2.8% | -5.2% | +8.0% | +16.0% |
| 6M | +2.2% | +0.1% | +2.1% | +1.1% |
| YTD | -17.6% | +8.2% | -25.9% | -30.9% |
| 1Y | +13.2% | +10.1% | +3.1% | -8.7% |
| 3Y | +760.9% | +69.7% | +691.3% | +169.1% |
| 5Y | -4.6% | +53.4% | -58.0% | -54.5% |
| All | -55.0% | +132.8% | -187.8% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling