-43.3%
TDAY vs VT
+221.4%
-264.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.0% |
| 7D | +3.7% | +1.0% | +2.7% | +2.2% |
| 30D | -11.6% | -0.2% | -11.4% | -11.2% |
| 3M | -18.3% | +4.5% | -22.9% | -24.5% |
| 6M | +0.8% | +14.1% | -13.3% | -19.5% |
| YTD | +24.5% | +14.8% | +9.7% | -2.0% |
| 1Y | +54.1% | +21.2% | +32.9% | +11.0% |
| 3Y | +135.7% | +76.6% | +59.1% | -4.0% |
| 5Y | +1.1% | +66.6% | -65.5% | -53.4% |
| 10Y | -43.3% | +222.3% | -265.6% | -88.0% |
| All | -43.3% | +221.4% | -264.7% | -88.0% |
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