-69.4%
U vs VT
+66.2%
-135.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +0.4% | -4.3% | -4.8% |
| 30D | +17.5% | +1.0% | +16.5% | +14.5% |
| 3M | +38.7% | +2.4% | +36.3% | +29.7% |
| 6M | +104.4% | +12.0% | +92.4% | +49.4% |
| YTD | -5.7% | +15.3% | -21.0% | -36.0% |
| 1Y | +3.7% | +22.6% | -18.9% | -39.7% |
| 3Y | +12.3% | +74.7% | -62.3% | -74.9% |
| All | -69.4% | +66.2% | -135.6% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling