+76.1%
VT vs PL
+84.9%
-8.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.4% | -9.3% | +9.8% | +1.2% |
| 30D | +1.0% | -18.9% | +19.9% | +2.6% |
| 3M | +2.4% | -58.4% | +60.8% | +9.1% |
| 6M | +12.0% | -30.3% | +42.3% | +13.1% |
| YTD | +15.3% | -8.1% | +23.5% | +13.1% |
| 1Y | +22.6% | +180.5% | -157.9% | +6.7% |
| 3Y | +74.7% | +444.1% | -369.5% | +34.0% |
| 5Y | +66.1% | +83.0% | -16.9% | +32.2% |
| All | +76.1% | +84.9% | -8.8% | +39.8% |
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