+57.7%
VT vs P
+318.4%
-260.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.5% |
| 7D | -1.6% | -15.2% | +13.6% | +0.7% |
| 30D | -2.5% | -16.0% | +13.6% | -0.4% |
| 3M | -1.3% | +46.8% | -48.1% | -8.0% |
| 6M | +3.1% | +64.3% | -61.2% | -6.6% |
| YTD | +10.9% | +75.6% | -64.6% | -1.3% |
| 1Y | +12.1% | +19.3% | -7.3% | +4.9% |
| 3Y | +73.9% | +236.5% | -162.6% | +25.9% |
| All | +57.7% | +318.4% | -260.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling