-11.6%
TEO vs VT
+215.5%
-227.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -6.0% | -2.3% | -3.7% | -4.3% |
| 30D | -21.0% | -5.0% | -16.0% | -17.8% |
| 3M | -27.8% | -4.9% | -22.9% | -24.9% |
| 6M | -18.9% | -1.5% | -17.3% | -17.9% |
| YTD | -14.1% | +8.5% | -22.6% | -19.3% |
| 1Y | -18.5% | +11.4% | -29.9% | -24.8% |
| 3Y | +89.8% | +70.1% | +19.7% | +30.3% |
| 5Y | +124.2% | +53.7% | +70.4% | +63.4% |
| All | -11.6% | +215.5% | -227.1% | -61.4% |
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