-55.5%
REAL vs VT
+133.3%
-188.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.5% |
| 7D | +7.6% | -2.3% | +9.9% | +13.5% |
| 30D | +36.9% | -5.0% | +41.9% | +53.7% |
| 3M | +0.8% | -4.9% | +5.7% | +12.7% |
| 6M | -1.0% | -1.5% | +0.5% | +1.9% |
| YTD | -18.4% | +8.5% | -26.9% | -32.0% |
| 1Y | +18.9% | +11.4% | +7.6% | -6.7% |
| 3Y | +709.4% | +70.1% | +639.4% | +151.5% |
| 5Y | -5.6% | +53.7% | -59.3% | -55.2% |
| All | -55.5% | +133.3% | -188.8% | -89.1% |
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