+75.8%
VT vs PL
+454.1%
-378.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.4% | -9.3% | +9.8% | +1.1% |
| 30D | +1.0% | -18.9% | +19.9% | +2.4% |
| 3M | +2.4% | -58.4% | +60.8% | +8.0% |
| 6M | +12.0% | -30.3% | +42.3% | +13.1% |
| YTD | +15.3% | -8.1% | +23.5% | +13.6% |
| 1Y | +22.6% | +180.5% | -157.9% | +9.1% |
| All | +75.8% | +454.1% | -378.3% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling