-100.0%
TRAW vs VT
+271.2%
-371.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -26.7% | -2.3% | -24.3% | -24.8% |
| 30D | -54.2% | -5.0% | -49.2% | -51.8% |
| 3M | -59.3% | -4.9% | -54.4% | -57.2% |
| 6M | -87.1% | -1.5% | -85.5% | -86.8% |
| YTD | -80.5% | +8.5% | -89.0% | -81.7% |
| 1Y | -89.2% | +11.4% | -100.5% | -90.0% |
| 3Y | -98.6% | +70.1% | -168.7% | -99.1% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.8% |
| 10Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +271.2% | -371.2% | -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 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