-6.8%
TU vs VT
+221.8%
-228.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -6.4% | +2.4% | -8.7% | -7.7% |
| 30D | +5.2% | -1.5% | +6.7% | +5.8% |
| 3M | -10.6% | -4.1% | -6.5% | -8.6% |
| 6M | -28.3% | +0.6% | -28.8% | -29.1% |
| YTD | -31.1% | +11.0% | -42.1% | -36.2% |
| 1Y | -38.3% | +13.3% | -51.6% | -43.6% |
| 3Y | -40.7% | +73.4% | -114.0% | -60.4% |
| 5Y | -51.2% | +57.4% | -108.6% | -65.4% |
| All | -6.8% | +221.8% | -228.6% | -63.1% |
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