-31.8%
TE vs VT
+69.7%
-101.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +2.8% |
| 7D | -12.6% | -2.3% | -10.3% | -5.4% |
| 30D | -36.7% | -5.0% | -31.8% | -25.2% |
| 3M | -57.5% | -4.9% | -52.6% | -49.3% |
| 6M | -55.2% | -1.5% | -53.7% | -48.2% |
| YTD | -64.7% | +8.5% | -73.2% | -68.1% |
| 1Y | -35.9% | +11.4% | -47.2% | -45.1% |
| 3Y | -31.8% | +70.1% | -101.9% | -73.1% |
| All | -31.8% | +69.7% | -101.5% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling