-54.0%
TE vs VT
+12.5%
-66.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -7.9% |
| 7D | -26.9% | -0.1% | -26.7% | -26.2% |
| 30D | -38.9% | -3.1% | -35.9% | -30.6% |
| 3M | -61.0% | -3.5% | -57.5% | -54.5% |
| 6M | -66.4% | +0.5% | -66.9% | -63.4% |
| YTD | -69.0% | +10.8% | -79.8% | -72.6% |
| 1Y | -54.0% | +11.9% | -65.9% | -60.8% |
| All | -54.0% | +12.5% | -66.5% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling