-99.7%
UP vs VT
+66.2%
-165.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.8% | +0.4% | -11.3% | -11.6% |
| 30D | -23.9% | +1.0% | -24.9% | -25.4% |
| 3M | -44.2% | +2.4% | -46.6% | -46.8% |
| 6M | -63.2% | +12.0% | -75.2% | -70.8% |
| YTD | -66.8% | +15.3% | -82.1% | -75.1% |
| 1Y | -91.2% | +22.6% | -113.8% | -94.1% |
| 3Y | -89.1% | +74.7% | -163.8% | -96.4% |
| All | -99.7% | +66.2% | -165.9% | -99.9% |
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 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