+350.8%
SIZE vs VT
+302.7%
+48.1%
-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 | 0.0% | -1.6% | +1.6% | +1.5% |
| 30D | +2.9% | -2.5% | +5.4% | +5.3% |
| 3M | +0.2% | -1.3% | +1.5% | +1.4% |
| 6M | +6.7% | +3.1% | +3.6% | +3.3% |
| YTD | +12.9% | +10.9% | +1.9% | +1.7% |
| 1Y | +14.4% | +12.1% | +2.3% | +2.1% |
| 3Y | +61.3% | +73.9% | -12.6% | -5.5% |
| 5Y | +41.8% | +58.0% | -16.1% | -8.9% |
| 10Y | +216.8% | +225.5% | -8.6% | +13.4% |
| All | +350.8% | +302.7% | +48.1% | +40.0% |
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