-76.0%
TE vs VT
+110.8%
-186.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | -12.6% | -2.3% | -10.3% | -9.3% |
| 30D | -36.7% | -5.0% | -31.8% | -31.6% |
| 3M | -57.5% | -4.9% | -52.6% | -53.8% |
| 6M | -55.2% | -1.5% | -53.7% | -51.7% |
| YTD | -64.7% | +8.5% | -73.2% | -65.7% |
| 1Y | -35.9% | +11.4% | -47.2% | -39.0% |
| 3Y | -31.8% | +70.1% | -101.9% | -53.2% |
| 5Y | -79.4% | +53.7% | -133.2% | -85.5% |
| All | -76.0% | +110.8% | -186.8% | -83.3% |
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