-4.0%
TE vs VG
-44.6%
+40.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -19.1% | +14.0% | -33.0% | -20.3% |
| 30D | -34.1% | -1.0% | -33.2% | -34.1% |
| 3M | -60.1% | -2.7% | -57.4% | -60.1% |
| 6M | -66.0% | +1.5% | -67.4% | -66.7% |
| YTD | -71.4% | +93.7% | -165.1% | -77.9% |
| 1Y | -45.3% | +68.5% | -113.8% | -56.3% |
| All | -4.0% | -44.6% | +40.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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