-45.7%
URTY price history and return analytics
+57.4%
-103.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +1.5% | -2.6% | +4.1% | +13.1% |
| 3M | -21.1% | -3.2% | -17.8% | -9.6% |
| 6M | -9.5% | +0.9% | -10.4% | -9.6% |
| YTD | +29.4% | +11.3% | +18.1% | -6.6% |
| 1Y | +34.4% | +14.0% | +20.4% | -10.1% |
| 3Y | +154.4% | +75.8% | +78.6% | -54.9% |
| 5Y | -45.7% | +57.8% | -103.6% | -79.6% |
| All | -45.7% | +57.4% | -103.1% | -79.6% |
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