-100.0%
TRUG vs VT
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -17.9% | +0.4% | -18.4% | -18.1% |
| 30D | -56.4% | +1.0% | -57.4% | -56.6% |
| 3M | -77.6% | +2.4% | -80.0% | -77.9% |
| 6M | -95.1% | +12.0% | -107.1% | -95.4% |
| YTD | -94.8% | +15.3% | -110.1% | -95.2% |
| 1Y | -98.9% | +22.6% | -121.5% | -99.1% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +72.1% | -172.1% | -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 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