+224.7%
TRFK vs VT
+88.5%
+136.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | -8.0% | -0.1% | -7.9% | -7.4% |
| 30D | -24.0% | -3.1% | -20.9% | -19.3% |
| 3M | -18.6% | -3.5% | -15.1% | -12.7% |
| 6M | -14.5% | +0.5% | -14.9% | -12.7% |
| YTD | +19.8% | +10.8% | +9.0% | +5.8% |
| 1Y | +8.2% | +11.9% | -3.7% | -5.7% |
| 3Y | +139.1% | +73.0% | +66.1% | +14.2% |
| All | +224.7% | +88.5% | +136.2% | +38.4% |
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 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