+228.5%
TDAY vs VT
+69.7%
+158.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.1% |
| 7D | +6.3% | -2.3% | +8.6% | +9.2% |
| 30D | -6.9% | -5.0% | -2.0% | -1.1% |
| 3M | -17.9% | -4.9% | -13.0% | -12.9% |
| 6M | -8.6% | -1.5% | -7.1% | -8.5% |
| YTD | +27.6% | +8.5% | +19.1% | +9.4% |
| 1Y | +30.4% | +11.4% | +19.0% | +7.1% |
| 3Y | +228.5% | +70.1% | +158.4% | +27.5% |
| All | +228.5% | +69.7% | +158.8% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling