+101.7%
TEO vs VT
+374.2%
-272.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | -5.3% | +1.0% | -6.3% | -6.2% |
| 3M | -1.5% | +2.4% | -3.9% | -3.6% |
| 6M | +13.8% | +12.0% | +1.8% | +3.4% |
| YTD | +12.2% | +15.3% | -3.1% | -0.4% |
| 1Y | +55.7% | +22.6% | +33.1% | +31.7% |
| 3Y | +133.6% | +74.7% | +59.0% | +47.7% |
| 5Y | +190.7% | +66.1% | +124.6% | +91.0% |
| 10Y | +18.9% | +225.0% | -206.1% | -57.6% |
| All | +101.7% | +374.2% | -272.5% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling