-49.3%
REAL vs VT
+139.4%
-188.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.6% | +11.2% | +7.8% |
| 7D | +12.5% | +0.4% | +12.2% | +12.0% |
| 30D | +50.3% | -2.6% | +52.9% | +60.2% |
| 3M | +19.1% | -3.2% | +22.3% | +28.8% |
| 6M | +42.8% | +0.9% | +41.8% | +40.0% |
| YTD | -7.2% | +11.3% | -18.5% | -26.7% |
| 1Y | +33.3% | +14.0% | +19.3% | -0.5% |
| 3Y | +581.4% | +75.8% | +505.6% | +97.2% |
| 5Y | -10.0% | +57.8% | -67.8% | -59.6% |
| All | -49.3% | +139.4% | -188.7% | -88.3% |
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