-54.7%
TASK vs VT
+61.9%
-116.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.1% | +10.4% | +13.3% |
| 7D | +13.2% | -4.2% | +17.4% | +20.7% |
| 30D | +15.3% | -5.8% | +21.1% | +26.6% |
| 3M | +45.3% | -5.2% | +50.5% | +58.1% |
| 6M | +43.7% | +0.1% | +43.5% | +40.6% |
| YTD | +19.5% | +8.2% | +11.2% | +1.0% |
| 1Y | +10.7% | +10.1% | +0.5% | -9.7% |
| 3Y | +39.3% | +69.7% | -30.3% | -56.6% |
| 5Y | -76.3% | +53.4% | -129.6% | -88.8% |
| All | -54.7% | +61.9% | -116.6% | -81.0% |
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