+69.7%
VT vs PL
+403.1%
-333.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +6.0% | -3.4% |
| 7D | -4.2% | -20.5% | +16.4% | -2.7% |
| 30D | -5.8% | -38.8% | +33.0% | -2.7% |
| 3M | -5.2% | -49.1% | +43.9% | -1.1% |
| 6M | +0.1% | -69.4% | +69.5% | +7.3% |
| YTD | +8.2% | -42.3% | +50.6% | +9.9% |
| 1Y | +10.1% | -14.2% | +24.3% | +8.0% |
| All | +69.7% | +403.1% | -333.4% | +34.8% |
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 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