+253.7%
VT vs P
+485.4%
-231.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +0.4% | +6.5% | -6.1% | -0.6% |
| 30D | +1.0% | +18.8% | -17.9% | -2.4% |
| 3M | +2.4% | +26.7% | -24.4% | -2.7% |
| 6M | +12.0% | +62.2% | -50.2% | +1.2% |
| YTD | +15.3% | +48.5% | -33.2% | +5.2% |
| 1Y | +22.6% | +26.4% | -3.8% | +13.2% |
| 3Y | +74.7% | +159.4% | -84.7% | +34.0% |
| 5Y | +66.1% | +275.8% | -209.7% | +15.9% |
| 10Y | +225.0% | +732.0% | -507.0% | +89.8% |
| All | +253.7% | +485.4% | -231.7% | +106.4% |
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