+219.8%
VT vs A
+328.7%
-108.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.4% |
| 7D | +0.4% | +4.8% | -4.4% | -1.4% |
| 30D | -2.6% | +5.6% | -8.2% | -4.7% |
| 3M | -3.2% | +23.6% | -26.8% | -11.2% |
| 6M | +0.9% | +56.4% | -55.4% | -16.4% |
| YTD | +11.3% | +33.4% | -22.1% | -2.2% |
| 1Y | +14.0% | +23.7% | -9.7% | +3.2% |
| 3Y | +75.8% | +71.0% | +4.8% | +33.1% |
| 5Y | +57.8% | +16.8% | +41.0% | +39.0% |
| 10Y | +219.8% | +323.8% | -104.0% | +64.6% |
| All | +219.8% | +328.7% | -108.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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