-78.9%
TE vs VT
+115.3%
-194.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.0% |
| 7D | -26.9% | -0.1% | -26.7% | -26.3% |
| 30D | -38.9% | -3.1% | -35.9% | -35.8% |
| 3M | -61.0% | -3.5% | -57.5% | -58.5% |
| 6M | -66.4% | +0.5% | -66.9% | -64.8% |
| YTD | -69.0% | +10.8% | -79.8% | -70.8% |
| 1Y | -54.0% | +11.9% | -65.9% | -56.8% |
| 3Y | +38.0% | +73.0% | -35.0% | -7.7% |
| 5Y | -81.0% | +58.6% | -139.6% | -86.9% |
| All | -78.9% | +115.3% | -194.2% | -85.8% |
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