+275.4%
T vs VT
+374.2%
-98.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +11.4% | +1.0% | +10.4% | +10.7% |
| 3M | +14.3% | +2.4% | +11.9% | +12.2% |
| 6M | -9.3% | +12.0% | -21.3% | -16.0% |
| YTD | +7.1% | +15.3% | -8.2% | -2.8% |
| 1Y | -9.1% | +22.6% | -31.7% | -20.7% |
| 3Y | +105.3% | +74.7% | +30.7% | +40.6% |
| 5Y | +66.8% | +66.1% | +0.7% | +16.4% |
| 10Y | +66.8% | +225.0% | -158.2% | -25.7% |
| All | +275.4% | +374.2% | -98.8% | +25.0% |
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