-72.0%
S vs VT
+66.2%
-138.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | +0.4% | -8.2% | -8.5% |
| 30D | -5.3% | +1.0% | -6.3% | -7.0% |
| 3M | +20.3% | +2.4% | +17.9% | +14.5% |
| 6M | +47.4% | +12.0% | +35.4% | +16.7% |
| YTD | +32.5% | +15.3% | +17.2% | -1.2% |
| 1Y | +9.5% | +22.6% | -13.1% | -27.9% |
| 3Y | +15.5% | +74.7% | -59.2% | -63.6% |
| All | -72.0% | +66.2% | -138.2% | -88.4% |
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