-57.3%
TE vs VT
+0.4%
-57.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -4.1% | -12.4% | +3.6% |
| 7D | -20.3% | -4.2% | -16.1% | -1.0% |
| 30D | -40.0% | -5.8% | -34.2% | -17.7% |
| 3M | -58.3% | -5.2% | -53.1% | -44.2% |
| 6M | -57.3% | +0.1% | -57.4% | -54.3% |
| All | -57.3% | +0.4% | -57.7% | -54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling