+146.8%
ST vs VT
+430.9%
-284.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +5.0% | +0.4% | +4.5% | +4.4% |
| 30D | -9.2% | +1.0% | -10.2% | -10.3% |
| 3M | -17.9% | +2.4% | -20.3% | -19.8% |
| 6M | +23.9% | +12.0% | +11.9% | +9.0% |
| YTD | +30.5% | +15.3% | +15.2% | +11.0% |
| 1Y | +35.3% | +22.6% | +12.7% | +7.4% |
| 3Y | +18.3% | +74.7% | -56.4% | -36.5% |
| 5Y | -21.6% | +66.1% | -87.7% | -54.7% |
| 10Y | +19.2% | +225.0% | -205.8% | -65.4% |
| All | +146.8% | +430.9% | -284.1% | -54.5% |
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