+44.4%
TENB vs VT
+143.2%
-98.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.4% |
| 7D | -8.0% | +0.4% | -8.3% | -8.3% |
| 30D | +5.0% | -2.6% | +7.6% | +8.7% |
| 3M | +20.0% | -3.2% | +23.3% | +25.1% |
| 6M | +100.0% | +0.9% | +99.1% | +97.5% |
| YTD | +85.6% | +11.3% | +74.3% | +61.2% |
| 1Y | +57.8% | +14.0% | +43.8% | +32.9% |
| 3Y | +17.6% | +75.8% | -58.2% | -43.7% |
| 5Y | -21.7% | +57.8% | -79.6% | -56.0% |
| All | +44.4% | +143.2% | -98.9% | -48.0% |
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