+0.1%
TERG vs VT
+14.1%
-14.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.1% | +2.6% | +23.5% | +7.7% |
| 7D | -15.6% | +0.4% | -16.0% | -14.1% |
| 30D | -66.4% | -2.6% | -63.8% | -55.8% |
| 3M | -65.9% | -3.2% | -62.6% | -51.7% |
| 6M | -70.3% | +0.9% | -71.2% | -62.6% |
| YTD | -21.9% | +11.3% | -33.2% | -38.8% |
| All | +0.1% | +14.1% | -14.0% | -36.9% |
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