+223.0%
VT vs PR
+109.1%
+113.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | +1.0% | +18.0% | -17.1% | -0.1% |
| 3M | +2.4% | +16.9% | -14.5% | +1.2% |
| 6M | +12.0% | +28.2% | -16.2% | +9.9% |
| YTD | +15.3% | +69.3% | -54.0% | +11.0% |
| 1Y | +22.6% | +69.5% | -46.9% | +17.9% |
| 3Y | +74.7% | +81.7% | -7.0% | +66.1% |
| 5Y | +66.1% | +422.2% | -356.1% | +47.1% |
| All | +223.0% | +109.1% | +113.9% | +209.6% |
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