+66.6%
VT vs RF
+89.8%
-23.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | +1.0% | -3.6% | +4.6% | +2.1% |
| 3M | +2.4% | +8.1% | -5.7% | -0.3% |
| 6M | +12.0% | +11.5% | +0.5% | +7.9% |
| YTD | +15.3% | +15.6% | -0.2% | +9.6% |
| 1Y | +22.6% | +15.7% | +6.9% | +16.2% |
| 3Y | +74.7% | +86.9% | -12.2% | +39.3% |
| All | +66.6% | +89.8% | -23.2% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling