+1,683.2%
TER vs VT
+224.5%
+1,458.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.4% | +0.2% | -0.1% |
| 30D | -8.3% | +1.0% | -9.2% | -9.7% |
| 3M | -12.2% | +2.4% | -14.6% | -13.4% |
| 6M | +17.1% | +12.0% | +5.1% | +1.2% |
| YTD | +84.7% | +15.3% | +69.3% | +53.2% |
| 1Y | +199.9% | +22.6% | +177.3% | +127.7% |
| 3Y | +232.8% | +74.7% | +158.1% | +51.1% |
| 5Y | +198.6% | +66.1% | +132.4% | +53.3% |
| All | +1,683.2% | +224.5% | +1,458.7% | +293.1% |
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 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