+66.6%
VT vs S
-71.4%
+138.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | -7.7% | +8.2% | +1.4% |
| 30D | +1.0% | -5.3% | +6.3% | +1.4% |
| 3M | +2.4% | +20.3% | -17.9% | -0.5% |
| 6M | +12.0% | +47.4% | -35.4% | +5.5% |
| YTD | +15.3% | +32.5% | -17.2% | +9.9% |
| 1Y | +22.6% | +9.5% | +13.1% | +19.3% |
| 3Y | +74.7% | +15.5% | +59.2% | +64.4% |
| All | +66.6% | -71.4% | +138.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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