+213.7%
VT vs P
+713.7%
-500.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 7D | -2.3% | -23.8% | +21.5% | +2.0% |
| 30D | -5.0% | -36.6% | +31.7% | +2.1% |
| 3M | -4.9% | +10.9% | -15.8% | -8.1% |
| 6M | -1.5% | +30.0% | -31.5% | -8.8% |
| YTD | +8.5% | +44.4% | -35.9% | -2.2% |
| 1Y | +11.4% | +3.9% | +7.4% | +5.2% |
| 3Y | +70.1% | +176.6% | -106.5% | +24.7% |
| 5Y | +53.7% | +249.3% | -195.5% | +4.2% |
| All | +213.7% | +713.7% | -500.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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