-61.3%
TREE vs VT
+224.4%
-285.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +2.4% |
| 7D | -3.9% | -0.7% | -3.2% | -3.4% |
| 30D | +48.6% | -1.7% | +50.4% | +52.8% |
| 3M | +16.9% | -2.3% | +19.2% | +21.3% |
| 6M | -0.9% | +1.5% | -2.4% | -4.3% |
| YTD | -30.6% | +12.0% | -42.7% | -43.2% |
| 1Y | -29.3% | +12.9% | -42.1% | -42.6% |
| 3Y | +154.9% | +74.9% | +80.0% | +3.9% |
| 5Y | -74.7% | +59.9% | -134.6% | -87.2% |
| 10Y | -61.3% | +224.6% | -285.9% | -92.0% |
| All | -61.3% | +224.4% | -285.6% | -92.0% |
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