+12.9%
SIZE vs VT
+10.7%
+2.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.3% |
| 7D | -2.5% | -4.2% | +1.7% | +0.6% |
| 30D | 0.0% | -5.8% | +5.8% | +4.4% |
| 3M | -2.4% | -5.2% | +2.8% | +1.4% |
| 6M | +4.6% | +0.1% | +4.5% | +4.2% |
| YTD | +11.1% | +8.2% | +2.9% | +3.7% |
| 1Y | +12.9% | +10.1% | +2.8% | +3.9% |
| All | +12.9% | +10.7% | +2.2% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling