+536.6%
TEN vs VT
+53.4%
+483.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -16.7% | -2.3% | -14.4% | -15.5% |
| 30D | -9.9% | -5.0% | -4.9% | -7.0% |
| 3M | +14.8% | -4.9% | +19.7% | +18.4% |
| 6M | +6.6% | -1.5% | +8.2% | +7.2% |
| YTD | +105.3% | +8.5% | +96.8% | +93.5% |
| 1Y | +88.3% | +11.4% | +77.0% | +74.3% |
| 3Y | +131.3% | +70.1% | +61.3% | +64.5% |
| All | +536.6% | +53.4% | +483.2% | +417.5% |
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