+208.9%
W vs VT
+222.7%
-13.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.2% |
| 7D | -1.7% | +2.9% | -4.6% | -7.8% |
| 30D | +3.2% | -2.5% | +5.7% | +10.0% |
| 3M | +8.3% | -3.3% | +11.6% | +17.7% |
| 6M | +84.3% | +1.5% | +82.8% | +82.8% |
| YTD | +11.0% | +11.4% | -0.3% | -9.9% |
| 1Y | -0.2% | +11.9% | -12.1% | -19.9% |
| 3Y | +157.9% | +73.9% | +84.1% | -11.9% |
| 5Y | -56.8% | +57.9% | -114.7% | -79.0% |
| All | +208.9% | +222.7% | -13.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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