+131.9%
TRAK vs VT
+346.0%
-214.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.0% | -2.3% | -1.7% | -2.9% |
| 30D | -13.8% | -5.0% | -8.8% | -11.7% |
| 3M | -21.8% | -4.9% | -17.0% | -20.0% |
| 6M | -30.1% | -1.5% | -28.6% | -29.8% |
| YTD | -45.0% | +8.5% | -53.4% | -47.1% |
| 1Y | -54.6% | +11.4% | -65.9% | -56.8% |
| 3Y | -30.6% | +70.1% | -100.7% | -44.6% |
| 5Y | +24.2% | +53.7% | -29.5% | +2.9% |
| 10Y | -43.9% | +220.0% | -263.9% | -62.3% |
| All | +131.9% | +346.0% | -214.1% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling