-65.9%
REAL vs VT
+148.1%
-213.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -9.8% | +0.4% | -10.2% | -10.7% |
| 30D | -22.1% | +1.0% | -23.0% | -24.0% |
| 3M | +8.6% | +2.4% | +6.2% | +2.4% |
| 6M | -18.7% | +12.0% | -30.7% | -37.3% |
| YTD | -37.5% | +15.3% | -52.9% | -54.7% |
| 1Y | +13.6% | +22.6% | -9.0% | -28.0% |
| 3Y | +252.1% | +74.7% | +177.5% | +4.4% |
| 5Y | -15.7% | +66.1% | -81.8% | -66.2% |
| All | -65.9% | +148.1% | -213.9% | -92.8% |
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