+254.7%
VT vs USFR
+28.5%
+226.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -5.8% | +0.4% | -6.2% | -5.9% |
| 3M | -5.2% | +1.1% | -6.3% | -5.5% |
| 6M | +0.1% | +2.0% | -1.9% | -0.5% |
| YTD | +8.2% | +3.4% | +4.8% | +7.1% |
| 1Y | +10.1% | +4.1% | +6.0% | +8.8% |
| 3Y | +69.7% | +14.4% | +55.2% | +62.8% |
| 5Y | +53.4% | +21.3% | +32.1% | +44.5% |
| 10Y | +219.2% | +28.4% | +190.8% | +196.0% |
| All | +254.7% | +28.5% | +226.2% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling