+240.2%
VT vs P
+592.1%
-351.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.5% |
| 7D | -1.6% | -15.2% | +13.6% | +0.9% |
| 30D | -2.5% | -16.0% | +13.6% | -0.1% |
| 3M | -1.3% | +46.8% | -48.1% | -8.7% |
| 6M | +3.1% | +64.3% | -61.2% | -7.5% |
| YTD | +10.9% | +75.6% | -64.6% | -2.4% |
| 1Y | +12.1% | +19.3% | -7.3% | +4.2% |
| 3Y | +73.9% | +236.5% | -162.6% | +26.6% |
| 5Y | +58.0% | +320.6% | -262.7% | +7.4% |
| 10Y | +225.5% | +901.3% | -675.8% | +83.3% |
| All | +240.2% | +592.1% | -351.9% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling