+54.2%
VT vs LUNR
+8.5%
+45.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +21.5% | -21.2% | 0.0% |
| 7D | -2.3% | -1.9% | -0.4% | -2.3% |
| 30D | -5.0% | -27.3% | +22.4% | -4.7% |
| 3M | -4.9% | -29.9% | +25.0% | -4.6% |
| 6M | -1.5% | -60.2% | +58.7% | -0.8% |
| YTD | +8.5% | -35.5% | +44.0% | +8.6% |
| 1Y | +11.4% | +9.5% | +1.9% | +11.0% |
| 3Y | +70.1% | +226.2% | -156.1% | +69.6% |
| All | +54.2% | +8.5% | +45.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 5y: compounded portfolio wealth divided by compounded LUNR 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…
5y analysis · Full analysis span regression · 6 months rolling