-100.0%
TRUG vs VT
+66.0%
-166.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.0% |
| 7D | -29.8% | +0.4% | -30.1% | -29.9% |
| 30D | -73.3% | -2.6% | -70.7% | -72.9% |
| 3M | -94.5% | -3.2% | -91.2% | -94.4% |
| 6M | -97.5% | +0.9% | -98.4% | -97.5% |
| YTD | -99.3% | +11.3% | -110.6% | -99.3% |
| 1Y | -99.7% | +14.0% | -113.7% | -99.7% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +66.0% | -166.0% | -100.0% |
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