+461.4%
TREE vs VT
+357.4%
+103.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +5.6% |
| 7D | +38.2% | -4.2% | +42.3% | +45.3% |
| 30D | +56.8% | -5.8% | +62.6% | +68.1% |
| 3M | +14.6% | -5.2% | +19.8% | +22.1% |
| 6M | -4.7% | +0.1% | -4.8% | -5.3% |
| YTD | -27.0% | +8.2% | -35.3% | -33.6% |
| 1Y | -33.2% | +10.1% | -43.4% | -40.3% |
| 3Y | +140.9% | +69.7% | +71.2% | +36.8% |
| 5Y | -74.2% | +53.4% | -127.5% | -82.3% |
| 10Y | -52.5% | +219.2% | -271.7% | -82.6% |
| All | +461.4% | +357.4% | +103.9% | +39.1% |
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 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