-55.1%
TASK vs VT
+62.2%
-117.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.4% |
| 7D | +9.5% | -2.3% | +11.8% | +13.1% |
| 30D | +15.2% | -5.0% | +20.2% | +24.5% |
| 3M | +16.2% | -4.9% | +21.1% | +25.7% |
| 6M | +36.1% | -1.5% | +37.6% | +37.3% |
| YTD | +18.3% | +8.5% | +9.8% | -0.4% |
| 1Y | +11.7% | +11.4% | +0.3% | -10.7% |
| 3Y | +35.9% | +70.1% | -34.1% | -57.8% |
| 5Y | -76.5% | +53.7% | -130.2% | -89.0% |
| All | -55.1% | +62.2% | -117.4% | -81.3% |
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 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