-100.0%
TRAW vs VT
+294.7%
-394.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -6.8% | +0.4% | -7.2% | -7.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.9% |
| 3M | -62.8% | +2.4% | -65.2% | -63.7% |
| 6M | -67.3% | +12.0% | -79.3% | -70.3% |
| YTD | -51.3% | +15.3% | -66.7% | -56.9% |
| 1Y | -67.1% | +22.6% | -89.6% | -72.1% |
| 3Y | -97.2% | +74.7% | -171.9% | -98.2% |
| 5Y | -99.6% | +66.1% | -165.7% | -99.7% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +294.7% | -394.7% | -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