+19.3%
ST vs VT
+228.2%
-208.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -3.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | -4.7% | -1.4% | -3.3% | -2.7% |
| 3M | -15.3% | -1.4% | -13.9% | -13.4% |
| 6M | +0.5% | +5.5% | -5.0% | -5.7% |
| YTD | +24.6% | +12.8% | +11.8% | +7.0% |
| 1Y | +35.0% | +15.4% | +19.5% | +12.7% |
| 3Y | +32.2% | +76.9% | -44.7% | -35.2% |
| 5Y | -25.9% | +60.4% | -86.4% | -58.3% |
| All | +19.3% | +228.2% | -208.9% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling