-50.3%
TU vs VT
+57.5%
-107.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.4% |
| 30D | +13.7% | -3.1% | +16.8% | +14.9% |
| 3M | -7.1% | -3.5% | -3.6% | -6.0% |
| 6M | -28.4% | +0.5% | -28.8% | -28.9% |
| YTD | -29.1% | +10.8% | -39.9% | -32.8% |
| 1Y | -36.8% | +11.9% | -48.7% | -40.4% |
| 3Y | -38.9% | +73.0% | -111.9% | -55.8% |
| 5Y | -50.3% | +58.6% | -108.9% | -64.2% |
| All | -50.3% | +57.5% | -107.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling