-54.2%
W vs VT
+53.4%
-107.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -2.1% |
| 7D | -3.6% | -2.3% | -1.3% | +3.5% |
| 30D | +7.0% | -5.0% | +11.9% | +24.2% |
| 3M | +7.4% | -4.9% | +12.2% | +24.3% |
| 6M | +69.3% | -1.5% | +70.8% | +80.9% |
| YTD | +11.3% | +8.5% | +2.8% | -9.9% |
| 1Y | +13.2% | +11.4% | +1.8% | -15.2% |
| 3Y | +142.0% | +70.1% | +71.9% | -42.4% |
| All | -54.2% | +53.4% | -107.6% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling