-26.6%
U vs VT
+114.5%
-141.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.5% |
| 7D | +2.8% | +2.9% | -0.1% | -4.2% |
| 30D | +7.6% | -2.5% | +10.1% | +12.5% |
| 3M | +12.7% | -3.3% | +16.0% | +20.0% |
| 6M | +87.0% | +1.5% | +85.4% | +75.9% |
| YTD | +13.6% | +11.4% | +2.2% | -15.3% |
| 1Y | +25.3% | +11.9% | +13.4% | -7.4% |
| 3Y | +85.8% | +73.9% | +11.9% | -53.1% |
| 5Y | -74.5% | +57.9% | -132.4% | -91.1% |
| All | -26.6% | +114.5% | -141.1% | -83.0% |
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 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