-1.0%
TE vs VG
-44.1%
+43.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.7% | -12.3% | -8.0% |
| 7D | -13.6% | +15.1% | -28.7% | -15.1% |
| 30D | -37.7% | -4.2% | -33.5% | -37.4% |
| 3M | -59.8% | -3.1% | -56.7% | -59.7% |
| 6M | -66.3% | +0.3% | -66.6% | -67.0% |
| YTD | -70.5% | +95.5% | -166.0% | -77.2% |
| 1Y | -48.8% | +64.4% | -113.3% | -58.7% |
| All | -1.0% | -44.1% | +43.1% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling