-37.9%
U vs VT
+117.4%
-155.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +0.7% |
| 7D | +7.5% | -0.3% | +7.8% | +8.4% |
| 30D | -7.0% | -1.4% | -5.6% | -3.3% |
| 3M | +20.6% | -1.4% | +21.9% | +25.1% |
| 6M | +53.2% | +5.5% | +47.7% | +33.9% |
| YTD | -3.9% | +12.8% | -16.7% | -29.0% |
| 1Y | +18.4% | +15.4% | +2.9% | -16.9% |
| 3Y | +53.6% | +76.9% | -23.3% | -61.9% |
| 5Y | -72.0% | +60.4% | -132.4% | -90.4% |
| All | -37.9% | +117.4% | -155.2% | -85.8% |
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