-47.3%
TE vs VT
+66.2%
-113.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.8% |
| 30D | -15.9% | +1.0% | -16.9% | -17.4% |
| 3M | -60.5% | +2.4% | -62.9% | -60.9% |
| 6M | -35.2% | +12.0% | -47.2% | -46.7% |
| YTD | -31.1% | +15.3% | -46.5% | -46.4% |
| 1Y | +148.6% | +22.6% | +126.1% | +72.4% |
| 3Y | -26.4% | +74.7% | -101.1% | -72.2% |
| All | -47.3% | +66.2% | -113.5% | -74.6% |
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