+2,335.6%
V vs VT
+345.0%
+1,990.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.4% |
| 7D | +2.9% | -4.2% | +7.1% | +6.9% |
| 30D | +14.0% | -5.8% | +19.8% | +20.1% |
| 3M | +14.9% | -5.2% | +20.1% | +20.3% |
| 6M | +31.7% | +0.1% | +31.6% | +30.4% |
| YTD | +21.2% | +8.2% | +13.0% | +11.3% |
| 1Y | +25.3% | +10.1% | +15.1% | +13.2% |
| 3Y | +77.5% | +69.7% | +7.8% | +7.2% |
| 5Y | +102.6% | +53.4% | +49.2% | +34.4% |
| 10Y | +464.3% | +219.2% | +245.1% | +102.5% |
| All | +2,335.6% | +345.0% | +1,990.6% | +658.4% |
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