+1,075.9%
FORM price history and return analytics
+222.7%
+853.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +5.1% |
| 7D | +18.2% | -0.1% | +18.4% | +18.4% |
| 30D | +1.5% | -0.7% | +2.2% | +2.9% |
| 3M | -5.3% | +4.0% | -9.3% | -8.9% |
| 6M | +28.2% | +12.3% | +15.9% | +9.5% |
| YTD | +104.7% | +14.0% | +90.7% | +71.0% |
| 1Y | +288.0% | +20.3% | +267.7% | +197.2% |
| 3Y | +244.7% | +75.4% | +169.3% | +50.1% |
| 5Y | +188.6% | +66.0% | +122.7% | +43.4% |
| 10Y | +1,075.9% | +228.2% | +847.7% | +80.8% |
| All | +1,075.9% | +222.7% | +853.2% | +80.8% |
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 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