+227.8%
TEN vs VT
+215.5%
+12.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -16.7% | -2.3% | -14.4% | -15.0% |
| 30D | -9.9% | -5.0% | -4.9% | -5.9% |
| 3M | +14.8% | -4.9% | +19.7% | +19.8% |
| 6M | +6.6% | -1.5% | +8.2% | +7.3% |
| YTD | +105.3% | +8.5% | +96.8% | +89.0% |
| 1Y | +88.3% | +11.4% | +77.0% | +69.1% |
| 3Y | +131.3% | +70.1% | +61.3% | +40.0% |
| 5Y | +529.2% | +53.7% | +475.5% | +316.3% |
| All | +227.8% | +215.5% | +12.3% | +7.8% |
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