-61.6%
TROX vs VT
+224.4%
-286.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -3.3% |
| 7D | -20.6% | -0.7% | -19.9% | -17.6% |
| 30D | -19.0% | -1.7% | -17.2% | -14.3% |
| 3M | -55.9% | -2.3% | -53.6% | -52.9% |
| 6M | -69.5% | +1.5% | -71.1% | -69.8% |
| YTD | -31.0% | +12.0% | -43.0% | -43.1% |
| 1Y | -17.3% | +12.9% | -30.1% | -32.5% |
| 3Y | -71.3% | +74.9% | -146.3% | -89.3% |
| 5Y | -86.1% | +59.9% | -146.0% | -93.6% |
| 10Y | -61.6% | +224.6% | -286.3% | -96.3% |
| All | -61.6% | +224.4% | -286.0% | -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