+3.0%
TAXS vs VT
+19.1%
-16.1%
-1.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +1.5% | -2.6% | +4.1% | +1.5% |
| 3M | +0.5% | -3.2% | +3.7% | +0.6% |
| 6M | +1.1% | +0.9% | +0.1% | +1.0% |
| YTD | +1.7% | +11.3% | -9.6% | +1.5% |
| 1Y | +2.7% | +14.0% | -11.3% | +2.4% |
| All | +3.0% | +19.1% | -16.1% | +2.5% |
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