-20.6%
TERG vs VT
+11.3%
-31.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +3.2% |
| 7D | -39.8% | -2.3% | -37.5% | -27.5% |
| 30D | -74.6% | -5.0% | -69.6% | -61.2% |
| 3M | -73.6% | -4.9% | -68.7% | -59.0% |
| 6M | -79.3% | -1.5% | -77.8% | -69.5% |
| YTD | -38.1% | +8.5% | -46.5% | -43.2% |
| All | -20.6% | +11.3% | -31.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling