+67.7%
T vs VT
+66.2%
+1.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +11.4% | +1.0% | +10.4% | +11.1% |
| 3M | +14.3% | +2.4% | +11.9% | +13.4% |
| 6M | -9.3% | +12.0% | -21.3% | -12.5% |
| YTD | +7.1% | +15.3% | -8.2% | +2.1% |
| 1Y | -9.1% | +22.6% | -31.7% | -15.4% |
| 3Y | +105.3% | +74.7% | +30.7% | +61.4% |
| All | +67.7% | +66.2% | +1.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling