-87.6%
TRIP vs VT
+215.5%
-303.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.4% | -5.5% |
| 7D | -24.1% | -2.3% | -21.8% | -20.0% |
| 30D | -18.9% | -5.0% | -13.9% | -11.4% |
| 3M | -32.8% | -4.9% | -27.9% | -26.8% |
| 6M | -37.4% | -1.5% | -35.8% | -35.4% |
| YTD | -51.9% | +8.5% | -60.4% | -56.9% |
| 1Y | -54.6% | +11.4% | -66.0% | -60.7% |
| 3Y | -56.5% | +70.1% | -126.6% | -78.6% |
| 5Y | -80.0% | +53.7% | -133.8% | -88.4% |
| All | -87.6% | +215.5% | -303.1% | -97.2% |
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