-40.0%
TARK vs VT
+82.6%
-122.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -2.9% |
| 7D | -1.9% | +2.4% | -4.3% | -11.0% |
| 30D | -23.8% | -1.5% | -22.3% | -16.1% |
| 3M | -24.6% | -4.1% | -20.5% | -4.9% |
| 6M | -20.3% | +0.6% | -20.8% | -15.6% |
| YTD | -24.4% | +11.0% | -35.5% | -46.3% |
| 1Y | -25.8% | +13.3% | -39.2% | -51.5% |
| 3Y | +70.4% | +73.4% | -3.0% | -77.4% |
| All | -40.0% | +82.6% | -122.6% | -89.3% |
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