+227.2%
VT vs PR
+88.9%
+138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -1.6% | -5.7% | +4.1% | -1.2% |
| 30D | -2.5% | +8.5% | -11.0% | -3.0% |
| 3M | -1.3% | +15.6% | -16.9% | -2.3% |
| 6M | +3.1% | +10.2% | -7.2% | +2.2% |
| YTD | +10.9% | +75.1% | -64.2% | +6.5% |
| 1Y | +12.1% | +96.9% | -84.9% | +6.6% |
| 3Y | +73.9% | +82.7% | -8.8% | +65.2% |
| 5Y | +58.0% | +271.6% | -213.6% | +41.9% |
| All | +227.2% | +88.9% | +138.3% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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