-78.3%
TE vs VT
+117.8%
-196.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.4% |
| 7D | -22.0% | -0.7% | -21.3% | -20.7% |
| 30D | -33.6% | -1.7% | -31.9% | -31.5% |
| 3M | -61.1% | -2.3% | -58.8% | -59.2% |
| 6M | -64.7% | +1.5% | -66.3% | -63.6% |
| YTD | -68.1% | +12.0% | -80.2% | -70.4% |
| 1Y | -51.7% | +12.9% | -64.6% | -55.2% |
| 3Y | +42.0% | +74.9% | -32.9% | -6.5% |
| 5Y | -80.8% | +59.9% | -140.7% | -87.0% |
| All | -78.3% | +117.8% | -196.1% | -85.6% |
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