-24.7%
U vs VT
+109.0%
-133.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.0% |
| 7D | +36.6% | -2.3% | +38.9% | +41.8% |
| 30D | +13.3% | -5.0% | +18.3% | +26.3% |
| 3M | +26.2% | -4.9% | +31.0% | +40.1% |
| 6M | +88.7% | -1.5% | +90.3% | +91.8% |
| YTD | +16.6% | +8.5% | +8.1% | -7.2% |
| 1Y | +29.0% | +11.4% | +17.6% | -3.5% |
| 3Y | +99.5% | +70.1% | +29.4% | -46.7% |
| 5Y | -66.1% | +53.7% | -119.8% | -87.4% |
| All | -24.7% | +109.0% | -133.7% | -81.4% |
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