-6.7%
TU vs VT
+224.4%
-231.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +11.2% | -1.7% | +12.9% | +12.0% |
| 3M | -8.9% | -2.3% | -6.6% | -7.9% |
| 6M | -28.4% | +1.5% | -29.9% | -29.7% |
| YTD | -30.0% | +12.0% | -42.1% | -35.6% |
| 1Y | -37.7% | +12.9% | -50.6% | -43.0% |
| 3Y | -39.7% | +74.9% | -114.7% | -60.0% |
| 5Y | -50.2% | +59.9% | -110.1% | -65.1% |
| 10Y | -6.7% | +224.6% | -231.4% | -63.4% |
| All | -6.7% | +224.4% | -231.1% | -63.4% |
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