-16.7%
REAL vs VT
+66.2%
-82.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -9.8% | +0.4% | -10.2% | -11.0% |
| 30D | -22.1% | +1.0% | -23.0% | -24.5% |
| 3M | +8.6% | +2.4% | +6.2% | +0.5% |
| 6M | -18.7% | +12.0% | -30.7% | -42.1% |
| YTD | -37.5% | +15.3% | -52.9% | -59.0% |
| 1Y | +13.6% | +22.6% | -9.0% | -37.6% |
| 3Y | +252.1% | +74.7% | +177.5% | -35.3% |
| All | -16.7% | +66.2% | -82.9% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling