-84.3%
TE vs VT
+57.0%
-141.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.4% |
| 7D | -19.1% | +2.4% | -21.4% | -23.6% |
| 30D | -34.1% | -1.5% | -32.6% | -31.0% |
| 3M | -60.1% | -4.1% | -56.0% | -54.9% |
| 6M | -66.0% | +0.6% | -66.5% | -63.5% |
| YTD | -71.4% | +11.0% | -82.4% | -75.2% |
| 1Y | -45.3% | +13.3% | -58.6% | -54.2% |
| 3Y | +9.1% | +73.4% | -64.3% | -57.1% |
| All | -84.3% | +57.0% | -141.4% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling