-42.5%
TRAK vs VT
+223.7%
-266.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +3.0% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | -9.4% | -2.6% | -6.8% | -7.1% |
| 3M | -18.3% | -3.2% | -15.1% | -15.8% |
| 6M | -30.1% | +0.9% | -31.0% | -31.1% |
| YTD | -42.0% | +11.3% | -53.3% | -47.9% |
| 1Y | -52.2% | +14.0% | -66.2% | -57.9% |
| 3Y | -27.3% | +75.8% | -103.2% | -56.4% |
| 5Y | +33.0% | +57.8% | -24.9% | -12.8% |
| 10Y | -42.5% | +219.8% | -262.3% | -83.1% |
| All | -42.5% | +223.7% | -266.2% | -83.1% |
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