-100.0%
TRAW vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +7.6% |
| 7D | -7.4% | -0.7% | -6.7% | -6.0% |
| 30D | -40.5% | -1.7% | -38.7% | -39.0% |
| 3M | -53.7% | -2.3% | -51.4% | -52.3% |
| 6M | -87.6% | +1.5% | -89.1% | -87.7% |
| YTD | -77.9% | +12.0% | -89.9% | -79.8% |
| 1Y | -86.8% | +12.9% | -99.6% | -87.9% |
| 3Y | -98.4% | +74.9% | -173.4% | -99.0% |
| 5Y | -99.7% | +59.9% | -159.6% | -99.8% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +224.4% | -324.3% | -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