-54.5%
TASK vs VT
+66.1%
-120.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.8% |
| 7D | +1.3% | +2.4% | -1.0% | -2.8% |
| 30D | +13.1% | -1.5% | +14.6% | +14.9% |
| 3M | +26.7% | -4.1% | +30.8% | +35.2% |
| 6M | +66.2% | +0.6% | +65.7% | +61.6% |
| YTD | +19.9% | +11.0% | +8.8% | -3.2% |
| 1Y | +20.0% | +13.3% | +6.6% | -6.7% |
| 3Y | +11.6% | +73.4% | -61.8% | -66.4% |
| 5Y | -78.1% | +57.4% | -135.5% | -90.2% |
| All | -54.5% | +66.1% | -120.6% | -81.8% |
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