-60.9%
TREE vs VT
+217.6%
-278.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +22.4% | -0.1% | +22.6% | +22.8% |
| 30D | +40.3% | -3.1% | +43.4% | +47.4% |
| 3M | +9.5% | -3.5% | +13.0% | +15.9% |
| 6M | -9.4% | +0.5% | -9.8% | -11.1% |
| YTD | -33.4% | +10.8% | -44.2% | -44.5% |
| 1Y | -33.9% | +11.9% | -45.8% | -45.7% |
| 3Y | +144.6% | +73.0% | +71.7% | +1.5% |
| 5Y | -75.7% | +58.6% | -134.3% | -87.6% |
| 10Y | -60.9% | +219.2% | -280.1% | -91.1% |
| All | -60.9% | +217.6% | -278.6% | -91.1% |
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