-99.1%
TEAD vs VT
+61.3%
-160.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.0% |
| 7D | -37.8% | -2.3% | -35.5% | -32.9% |
| 30D | -65.9% | -5.0% | -61.0% | -61.4% |
| 3M | -74.0% | -4.9% | -69.1% | -70.6% |
| 6M | -84.3% | -1.5% | -82.7% | -83.4% |
| YTD | -74.3% | +8.5% | -82.8% | -76.7% |
| 1Y | -77.2% | +11.4% | -88.6% | -80.1% |
| 3Y | -95.7% | +70.1% | -165.7% | -97.9% |
| 5Y | -98.9% | +53.7% | -152.6% | -99.3% |
| All | -99.1% | +61.3% | -160.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling