+65.2%
VT vs PL
+16.0%
+49.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +6.0% | -3.2% |
| 7D | -4.2% | -20.5% | +16.4% | -2.4% |
| 30D | -5.8% | -38.8% | +33.0% | -2.1% |
| 3M | -5.2% | -49.1% | +43.9% | -0.2% |
| 6M | +0.1% | -69.4% | +69.5% | +8.9% |
| YTD | +8.2% | -42.3% | +50.6% | +10.0% |
| 1Y | +10.1% | -14.2% | +24.3% | +7.3% |
| 3Y | +69.7% | +398.7% | -329.0% | +29.8% |
| 5Y | +53.4% | +11.1% | +42.2% | +26.9% |
| All | +65.2% | +16.0% | +49.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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