-26.5%
TRAK vs VT
+221.4%
-248.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.5% | +1.0% | -2.5% | -2.4% |
| 30D | -10.6% | -0.2% | -10.4% | -10.4% |
| 3M | -22.0% | +4.5% | -26.5% | -25.4% |
| 6M | -8.7% | +14.1% | -22.8% | -19.8% |
| YTD | -36.6% | +14.8% | -51.3% | -44.6% |
| 1Y | -54.7% | +21.2% | -75.9% | -62.5% |
| 3Y | -6.2% | +76.6% | -82.8% | -44.6% |
| 5Y | +52.4% | +66.6% | -14.2% | -5.8% |
| 10Y | -26.5% | +222.3% | -248.8% | -81.2% |
| All | -26.5% | +221.4% | -248.0% | -81.2% |
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