-88.2%
YRD vs VT
+57.5%
-145.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | -5.8% | -0.1% | -5.7% | -5.4% |
| 30D | -64.4% | -3.1% | -61.3% | -62.9% |
| 3M | -71.5% | -3.5% | -68.0% | -70.1% |
| 6M | -82.2% | +0.5% | -82.7% | -82.4% |
| YTD | -90.4% | +10.8% | -101.2% | -91.6% |
| 1Y | -93.5% | +11.9% | -105.4% | -94.4% |
| 3Y | -82.9% | +73.0% | -155.9% | -91.8% |
| 5Y | -88.2% | +58.6% | -146.8% | -93.1% |
| All | -88.2% | +57.5% | -145.8% | -93.1% |
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