+377.4%
VT vs RF
+344.4%
+33.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +1.0% | -3.6% | +4.6% | +1.7% |
| 3M | +2.4% | +8.1% | -5.7% | +0.5% |
| 6M | +12.0% | +11.5% | +0.5% | +9.2% |
| YTD | +15.3% | +15.6% | -0.2% | +11.4% |
| 1Y | +22.6% | +15.7% | +6.9% | +18.2% |
| 3Y | +74.7% | +86.9% | -12.2% | +50.0% |
| 5Y | +66.1% | +89.8% | -23.7% | +40.4% |
| 10Y | +225.0% | +344.7% | -119.7% | +120.9% |
| All | +377.4% | +344.4% | +33.0% | +167.4% |
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 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