+712.9%
URTY vs VT
+471.6%
+241.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.1% | +0.4% | -0.6% | -1.6% |
| 30D | -5.0% | +1.0% | -6.0% | -7.8% |
| 3M | +0.2% | +2.4% | -2.2% | -6.3% |
| 6M | +32.1% | +12.0% | +20.1% | -6.4% |
| YTD | +53.3% | +15.3% | +38.0% | -0.6% |
| 1Y | +64.6% | +22.6% | +42.0% | -10.8% |
| 3Y | +96.2% | +74.7% | +21.5% | -59.3% |
| 5Y | -24.8% | +66.1% | -90.9% | -74.7% |
| 10Y | +79.6% | +225.0% | -145.4% | -84.9% |
| All | +712.9% | +471.6% | +241.3% | -75.7% |
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