+367.1%
VT vs ALL
+783.0%
-415.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.5% |
| 7D | -0.3% | +7.5% | -7.8% | -3.2% |
| 30D | -1.4% | +19.7% | -21.2% | -8.6% |
| 3M | -1.4% | +2.9% | -4.3% | -3.1% |
| 6M | +5.5% | +23.5% | -18.1% | -4.7% |
| YTD | +12.8% | +31.1% | -18.3% | -1.2% |
| 1Y | +15.4% | +40.5% | -25.0% | -1.9% |
| 3Y | +76.9% | +117.1% | -40.3% | +21.1% |
| 5Y | +60.4% | +158.6% | -98.2% | -1.8% |
| 10Y | +232.8% | +402.4% | -169.6% | +45.6% |
| All | +367.1% | +783.0% | -415.9% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling