+222.7%
T vs VT
+363.9%
-141.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.3% | +1.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -8.9% | -1.4% | -7.5% | -8.3% |
| 3M | -5.6% | -1.4% | -4.2% | -5.0% |
| 6M | -14.3% | +5.5% | -19.7% | -17.6% |
| YTD | -7.9% | +12.8% | -20.8% | -15.5% |
| 1Y | -6.4% | +15.4% | -21.8% | -15.4% |
| 3Y | +59.8% | +76.9% | -17.1% | +8.2% |
| 5Y | +55.3% | +60.4% | -5.1% | +10.6% |
| 10Y | +58.3% | +232.8% | -174.5% | -30.7% |
| All | +222.7% | +363.9% | -141.2% | +8.6% |
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