-1.9%
TOTR vs VT
+67.0%
-69.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +2.4% | -2.6% | +5.0% | +2.6% |
| 3M | -0.1% | -3.2% | +3.1% | +0.1% |
| 6M | -0.7% | +0.9% | -1.7% | -0.8% |
| YTD | 0.0% | +11.3% | -11.4% | -1.1% |
| 1Y | +0.5% | +14.0% | -13.5% | -0.8% |
| 3Y | +17.2% | +75.8% | -58.7% | +10.9% |
| 5Y | -2.7% | +57.8% | -60.5% | -9.0% |
| All | -1.9% | +67.0% | -69.0% | -8.1% |
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