+354.8%
SIZE vs VT
+318.7%
+36.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +0.4% | -1.0% | -1.0% |
| 30D | 0.0% | +1.0% | -1.0% | -0.9% |
| 3M | +3.6% | +2.4% | +1.2% | +1.1% |
| 6M | +9.6% | +12.0% | -2.4% | -2.0% |
| YTD | +13.9% | +15.3% | -1.5% | -1.0% |
| 1Y | +16.2% | +22.6% | -6.4% | -4.8% |
| 3Y | +53.7% | +74.7% | -21.0% | -10.3% |
| 5Y | +46.1% | +66.1% | -20.0% | -10.5% |
| 10Y | +205.5% | +225.0% | -19.5% | +8.1% |
| All | +354.8% | +318.7% | +36.1% | +36.2% |
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