+22.5%
TAXF vs VT
+145.8%
-123.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | +3.4% | -2.5% | +5.9% | +3.5% |
| 3M | -1.4% | -3.3% | +1.9% | -1.2% |
| 6M | -1.0% | +1.5% | -2.6% | -1.2% |
| YTD | +0.3% | +11.4% | -11.1% | -0.4% |
| 1Y | +0.4% | +11.9% | -11.5% | -0.4% |
| 3Y | +12.7% | +73.9% | -61.2% | +8.5% |
| 5Y | +3.5% | +57.9% | -54.4% | +0.1% |
| All | +22.5% | +145.8% | -123.4% | +12.0% |
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