+4.0%
TE vs VG
-49.4%
+53.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.8% |
| 7D | -26.9% | -7.7% | -19.2% | -26.2% |
| 30D | -38.9% | -8.8% | -30.1% | -38.3% |
| 3M | -61.0% | -15.6% | -45.4% | -60.4% |
| 6M | -66.4% | +5.2% | -71.6% | -67.6% |
| YTD | -69.0% | +76.9% | -145.9% | -75.8% |
| 1Y | -54.0% | +42.5% | -96.5% | -62.1% |
| All | +4.0% | -49.4% | +53.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling