+359.2%
VT vs RF
+317.8%
+41.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.5% | +5.5% | -8.0% | -3.7% |
| 3M | -1.3% | -8.2% | +6.9% | +0.5% |
| 6M | +3.1% | +3.5% | -0.4% | +2.1% |
| YTD | +10.9% | +8.7% | +2.3% | +8.5% |
| 1Y | +12.1% | +22.8% | -10.7% | +6.7% |
| 3Y | +73.9% | +107.2% | -33.3% | +46.4% |
| 5Y | +58.0% | +42.3% | +15.6% | +41.9% |
| 10Y | +225.5% | +294.3% | -68.8% | +126.6% |
| All | +359.2% | +317.8% | +41.4% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling