-68.7%
TRDA vs VT
+69.7%
-138.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.2% | +7.1% |
| 7D | +7.8% | -2.3% | +10.1% | +12.6% |
| 30D | -12.8% | -5.0% | -7.9% | -4.9% |
| 3M | -28.8% | -4.9% | -23.9% | -22.4% |
| 6M | -69.5% | -1.5% | -68.0% | -67.9% |
| YTD | -52.4% | +8.5% | -60.9% | -56.7% |
| 1Y | -29.6% | +11.4% | -41.0% | -38.9% |
| 3Y | -68.7% | +70.1% | -138.8% | -84.4% |
| All | -68.7% | +69.7% | -138.5% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling