+20.7%
YEAR vs VT
+95.0%
-74.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +0.3% | -1.7% | +2.1% | +0.4% |
| 3M | +0.6% | -2.3% | +2.9% | +0.6% |
| 6M | +1.3% | +1.5% | -0.2% | +1.3% |
| YTD | +2.4% | +12.0% | -9.7% | +2.3% |
| 1Y | +2.9% | +12.9% | -10.0% | +2.8% |
| 3Y | +14.5% | +74.9% | -60.4% | +13.7% |
| All | +20.7% | +95.0% | -74.3% | +19.5% |
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