+387.7%
V vs VT
+224.5%
+163.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | +2.0% | +1.0% | +1.0% | +0.9% |
| 3M | +17.4% | +2.4% | +15.0% | +13.8% |
| 6M | +17.5% | +12.0% | +5.5% | +3.2% |
| YTD | +7.6% | +15.3% | -7.7% | -8.5% |
| 1Y | +7.7% | +22.6% | -14.9% | -14.3% |
| 3Y | +54.7% | +74.7% | -20.0% | -17.4% |
| 5Y | +73.0% | +66.1% | +6.9% | -2.0% |
| All | +387.7% | +224.5% | +163.2% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling