+99.5%
U vs VT
+69.7%
+29.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.1% |
| 7D | +36.6% | -2.3% | +38.9% | +40.8% |
| 30D | +13.3% | -5.0% | +18.3% | +24.3% |
| 3M | +26.2% | -4.9% | +31.0% | +38.1% |
| 6M | +88.7% | -1.5% | +90.3% | +91.4% |
| YTD | +16.6% | +8.5% | +8.1% | -4.6% |
| 1Y | +29.0% | +11.4% | +17.6% | -0.3% |
| 3Y | +99.5% | +70.1% | +29.4% | -45.9% |
| All | +99.5% | +69.7% | +29.7% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling