+543.5%
TEN vs VT
+57.4%
+486.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.8% |
| 7D | -9.5% | +0.4% | -9.9% | -9.8% |
| 30D | -12.9% | -2.6% | -10.3% | -11.5% |
| 3M | +14.4% | -3.2% | +17.6% | +16.7% |
| 6M | +4.9% | +0.9% | +3.9% | +3.8% |
| YTD | +104.9% | +11.3% | +93.6% | +90.0% |
| 1Y | +86.3% | +14.0% | +72.3% | +70.0% |
| 3Y | +138.1% | +75.8% | +62.3% | +65.9% |
| 5Y | +543.5% | +57.8% | +485.7% | +412.6% |
| All | +543.5% | +57.4% | +486.1% | +412.6% |
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