-100.0%
TRAW vs VT
+217.6%
-317.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | -23.3% | -0.1% | -23.2% | -22.7% |
| 30D | -48.9% | -3.1% | -45.8% | -47.0% |
| 3M | -57.4% | -3.5% | -53.9% | -55.7% |
| 6M | -89.4% | +0.5% | -89.9% | -89.4% |
| YTD | -79.6% | +10.8% | -90.4% | -81.2% |
| 1Y | -88.1% | +11.9% | -100.0% | -89.1% |
| 3Y | -98.6% | +73.0% | -171.5% | -99.1% |
| 5Y | -99.7% | +58.6% | -158.3% | -99.8% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +217.6% | -317.6% | -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