-100.0%
TOPS vs VT
+175.8%
-275.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | -3.0% |
| 7D | -8.7% | -4.2% | -4.6% | -4.2% |
| 30D | -49.0% | -5.8% | -43.2% | -45.3% |
| 3M | -62.4% | -5.2% | -57.1% | -59.7% |
| 6M | -87.6% | +0.1% | -87.7% | -87.5% |
| YTD | -93.9% | +8.2% | -102.1% | -94.4% |
| 1Y | -95.4% | +10.1% | -105.5% | -95.9% |
| 3Y | -94.8% | +69.7% | -164.5% | -97.2% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -100.0% | +175.8% | -275.8% | -100.0% |
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