+213.7%
VT vs USFR
+28.5%
+185.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -5.0% | +0.4% | -5.4% | -5.1% |
| 3M | -4.9% | +1.1% | -5.9% | -5.4% |
| 6M | -1.5% | +2.1% | -3.6% | -2.5% |
| YTD | +8.5% | +3.4% | +5.1% | +6.6% |
| 1Y | +11.4% | +4.1% | +7.3% | +9.0% |
| 3Y | +70.1% | +14.4% | +55.7% | +58.4% |
| 5Y | +53.7% | +21.3% | +32.4% | +38.4% |
| All | +213.7% | +28.5% | +185.2% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling