-71.1%
TREE vs VT
+222.7%
-293.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -2.1% | +0.4% | -2.6% | -2.8% |
| 30D | -16.1% | +1.0% | -17.1% | -17.4% |
| 3M | -21.8% | +2.4% | -24.2% | -25.4% |
| 6M | -40.1% | +12.0% | -52.1% | -50.8% |
| YTD | -46.6% | +15.3% | -61.9% | -58.2% |
| 1Y | -60.2% | +22.6% | -82.8% | -71.8% |
| 3Y | +51.4% | +74.7% | -23.3% | -37.5% |
| 5Y | -82.9% | +66.1% | -149.1% | -91.8% |
| All | -71.1% | +222.7% | -293.9% | -93.7% |
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