-86.6%
TACK vs VT
+64.6%
-151.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +0.2% |
| 7D | -2.5% | -4.2% | +1.7% | -0.3% |
| 30D | -0.2% | -5.8% | +5.6% | +2.9% |
| 3M | -1.6% | -5.2% | +3.7% | +1.2% |
| 6M | +2.9% | +0.1% | +2.8% | +2.5% |
| YTD | -89.3% | +8.2% | -97.6% | -89.7% |
| 1Y | -89.3% | +10.1% | -99.4% | -89.7% |
| 3Y | -85.8% | +69.7% | -155.4% | -88.7% |
| All | -86.6% | +64.6% | -151.1% | -89.1% |
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