-80.1%
TE vs VT
+53.2%
-133.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -4.1% | -12.4% | -6.7% |
| 7D | -20.3% | -4.2% | -16.1% | -10.8% |
| 30D | -40.0% | -5.8% | -34.2% | -29.7% |
| 3M | -58.3% | -5.2% | -53.1% | -51.4% |
| 6M | -57.3% | +0.1% | -57.4% | -53.5% |
| YTD | -65.9% | +8.2% | -74.1% | -68.5% |
| 1Y | -44.3% | +10.1% | -54.4% | -49.6% |
| 3Y | -36.0% | +69.7% | -105.6% | -73.4% |
| 5Y | -80.1% | +53.4% | -133.5% | -88.5% |
| All | -80.1% | +53.2% | -133.3% | -88.5% |
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