+219.8%
VT vs ALL
+367.3%
-147.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +0.4% | -3.9% | +4.2% | +1.6% |
| 30D | -2.6% | +10.6% | -13.2% | -5.9% |
| 3M | -3.2% | -4.6% | +1.3% | -2.1% |
| 6M | +0.9% | +20.2% | -19.2% | -6.4% |
| YTD | +11.3% | +23.7% | -12.4% | +1.7% |
| 1Y | +14.0% | +27.9% | -13.9% | +2.7% |
| 3Y | +75.8% | +109.2% | -33.3% | +27.1% |
| 5Y | +57.8% | +148.0% | -90.2% | +2.2% |
| 10Y | +219.8% | +363.8% | -144.0% | +66.9% |
| All | +219.8% | +367.3% | -147.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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