+10.1%
VT vs RF
+22.4%
-12.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.6% |
| 7D | -4.2% | -1.6% | -2.5% | -3.8% |
| 30D | -5.8% | +5.0% | -10.8% | -6.8% |
| 3M | -5.2% | -10.0% | +4.7% | -3.0% |
| 6M | +0.1% | +3.3% | -3.2% | -1.1% |
| YTD | +8.2% | +7.9% | +0.3% | +4.3% |
| 1Y | +10.1% | +21.2% | -11.1% | +1.6% |
| All | +10.1% | +22.4% | -12.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling