+57.7%
VT vs PL
+33.0%
+24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.3% |
| 7D | -1.6% | -6.8% | +5.2% | -1.1% |
| 30D | -2.5% | -22.8% | +20.3% | -0.5% |
| 3M | -1.3% | -37.3% | +35.9% | +2.2% |
| 6M | +3.1% | -63.4% | +66.5% | +10.5% |
| YTD | +10.9% | -31.5% | +42.4% | +11.2% |
| 1Y | +12.1% | +2.4% | +9.6% | +7.7% |
| 3Y | +73.9% | +492.5% | -418.6% | +31.2% |
| All | +57.7% | +33.0% | +24.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling