-54.8%
TASK vs VT
+66.5%
-121.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -3.7% |
| 7D | +7.1% | +0.4% | +6.8% | +5.5% |
| 30D | +12.5% | -2.6% | +15.1% | +16.6% |
| 3M | +25.5% | -3.2% | +28.7% | +31.9% |
| 6M | +42.1% | +0.9% | +41.2% | +37.2% |
| YTD | +19.2% | +11.3% | +7.9% | -4.0% |
| 1Y | +7.7% | +14.0% | -6.3% | -17.3% |
| 3Y | +9.0% | +75.8% | -66.8% | -68.2% |
| 5Y | -77.1% | +57.8% | -134.9% | -89.7% |
| All | -54.8% | +66.5% | -121.2% | -82.0% |
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