-47.4%
TROX vs VT
+401.9%
-449.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.9% | +0.4% | -11.4% | -11.6% |
| 30D | -17.1% | +1.0% | -18.1% | -18.6% |
| 3M | -37.9% | +2.4% | -40.3% | -40.3% |
| 6M | -33.9% | +12.0% | -45.9% | -45.3% |
| YTD | +17.8% | +15.3% | +2.4% | -6.3% |
| 1Y | +19.2% | +22.6% | -3.4% | -13.3% |
| 3Y | -60.6% | +74.7% | -135.3% | -82.9% |
| 5Y | -71.1% | +66.1% | -137.2% | -86.0% |
| 10Y | -30.7% | +225.0% | -255.7% | -84.8% |
| All | -47.4% | +401.9% | -449.3% | -90.9% |
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