-64.5%
TROX vs VT
+215.5%
-280.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -4.3% |
| 7D | -30.3% | -2.3% | -28.0% | -25.3% |
| 30D | -32.3% | -5.0% | -27.4% | -23.7% |
| 3M | -63.6% | -4.9% | -58.7% | -59.1% |
| 6M | -74.9% | -1.5% | -73.3% | -73.4% |
| YTD | -38.5% | +8.5% | -47.0% | -46.1% |
| 1Y | -18.0% | +11.4% | -29.3% | -31.2% |
| 3Y | -74.9% | +70.1% | -144.9% | -90.0% |
| 5Y | -87.9% | +53.7% | -141.6% | -94.0% |
| All | -64.5% | +215.5% | -280.1% | -96.3% |
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