-58.5%
YRD vs VT
+76.6%
-135.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | -2.0% | +1.0% | -3.0% | -3.2% |
| 30D | -23.5% | -0.2% | -23.3% | -23.2% |
| 3M | -19.7% | +4.5% | -24.2% | -23.6% |
| 6M | -74.8% | +14.1% | -88.8% | -78.5% |
| YTD | -73.9% | +14.8% | -88.7% | -78.0% |
| 1Y | -83.1% | +21.2% | -104.3% | -86.6% |
| 3Y | -58.5% | +76.6% | -135.1% | -76.5% |
| All | -58.5% | +76.6% | -135.1% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling